Grolleau SAS

10-Year Study

ALGRO.PA · Industrials · FR · Common Stock

Executive Summary: Grolleau SAS has compounded at -0.1% annually over the last 10 years, with a maximum drawdown of 86.6% and an annualized volatility of 55.2%.

1Y CAGR
+7.6%
3Y CAGR
-19.3%
5Y CAGR
-25.9%
10Y CAGR
-0.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
86.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
103.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +167.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -36.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.42.9-9.910.222.9-1.2——————22.3%
2025-8.42.4-5.3-4.4-1.7-7.71.9-4.4-17.87.26.7-2.8-31.4%
20247.8-5.910.311.59.6-21.17.1-6.9-15.9-13.77.5-3.1-18.8%
2023-10.5-7.7-7.1-14.7-3.1-16.053.3-5.3-5.3-17.56.00.2-36.0%
2022-3.0-6.01.77.0-3.50.23.4-0.9-13.68.40.5-8.7-15.5%
202126.222.8-9.7-3.7-2.119.644.626.0-4.6-17.1-20.5-21.342.3%
20208.2-11.4-18.90.5-6.3248.9-11.410.26.42.88.4-9.7167.1%
2019————-12.90.71.70.0-0.3-1.0-9.0-11.3-28.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 55.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.9% of variance. Idiosyncratic stock-specific factors contribute 41.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018713.450153786951
2019-06-018771.929628875696
2019-07-018918.128316597558
2019-08-018918.128316597558
2019-09-018888.888579053186
2019-10-018801.169366420068
2019-11-018011.695755591682
2019-12-017105.263194585807
2020-01-017690.058642603587
2020-02-016812.865122011751
2020-03-015526.315624363869
2020-04-015555.555361908241
2020-05-015204.678162810606
2020-06-0118157.894443313544
2020-07-0116081.870986272108
2020-08-0117719.297683017627
2020-09-0118859.64814437848
2020-10-0119385.964814437848
2020-11-0121023.391511183367
2020-12-0118976.60709455597
2021-01-0123947.366659881263
2021-02-0129415.205249112554
2021-03-0126549.706786982068
2021-04-0125555.554316212743
2021-05-0125029.240434674706
2021-06-0129941.51913065059
2021-07-0143304.093828165736
2021-08-0154561.40184544342
2021-09-0152046.7802338454
2021-10-0143157.89444331355
2021-11-0134298.24351041373
2021-12-0126998.82882104107
2022-01-0126184.20971911225
2022-02-0124613.15680134295
2022-03-0125020.467746568025
2022-04-0126766.08209964502
2022-05-0125835.086848496845
2022-06-0125893.272134585193
2022-07-0126766.08209964502
2022-08-0126533.332589727645
2022-09-0122925.730522875634
2022-10-0124853.800615147804
2022-11-0124970.759565325294
2022-12-0122807.017592781074
2023-01-0120409.35632562121
2023-02-0118830.40910396444
2023-03-0117485.379782662647
2023-04-0114912.280090236549
2023-05-0114444.444289526593
2023-06-0112134.50293213018
2023-07-0118596.49120360946
2023-08-0117602.338732840137
2023-09-0116666.665737159557
2023-10-0113742.689194200992
2023-11-0114561.403239704083
2023-12-0114590.642280118122
2024-01-0115730.994135739642
2024-02-0114795.32114005906
2024-03-0116315.788886627088
2024-04-0118187.133483727583
2024-05-0119941.520524911255
2024-06-0115730.994135739642
2024-07-0116842.105556686456
2024-08-0115672.514660650895
2024-09-0113187.134877988248
2024-10-0111374.269058846165
2024-11-0112222.221447632965
2024-12-0111842.105556686456
2025-01-0110847.95308591713
2025-02-0111111.110723816482
2025-03-0110526.315275798703
2025-04-0110058.479475088745
2025-05-019883.04104982251
2025-06-019122.806479408164
2025-07-019298.24560180473
2025-08-018888.888579053186
2025-09-017309.941357396413
2025-10-017836.257330325448
2025-11-018362.572912861497
2025-12-018128.654789424811
2026-01-018011.695727706469
2026-02-018245.613851143155
2026-03-017426.900419114756
2026-04-018187.1343202839835
2026-05-0110058.479307777463
2026-06-019941.520246059123
Annual Return Matrix
YearAnnual Return
20201.6707817254420774
20210.4227426792635929
2022-0.15525900238284318
2023-0.3602564552440043
2024-0.18837667805597214
2025-0.3135802792405362
20260.2230215827338129
Total Factor Risk
0.5523395891622473
VTI.US Exposure
0.020787614431224337
VEA.US Exposure
-0.0015806394797336523
VWO.US Exposure
0.0025196133477928743
QQQ.US Exposure
0.002408617121157943
VTV.US Exposure
0.06326905182525619
IJR.US Exposure
0.00024307051573660036
QUAL.US Exposure
0.03236206186754381
SHV.US Exposure
0.2990194912960777
TLT.US Exposure
0.012423364499736123
LQD.US Exposure
0.01379055828773129
HYG.US Exposure
0.09991328577045804
GLD.US Exposure
0.0004892589913833488
USO.US Exposure
0.0004401381273714566
VNQ.US Exposure
0.00011274395308010499
BTC-USD.CC Exposure
0.006321438850494428
CPER.US Exposure
0.00028512212127292043
VIX.INDX Exposure
0.00006767302124437128
UUP.US Exposure
0.009448189302539003
TIP.US Exposure
0.018204934038594942
Idiosyncratic Exposure
0.4194744121110382
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$7.9M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+20.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
72.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.42
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
59
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-60.4%
50.0% retracement-54.1%
61.8% retracement-45.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Grolleau SAS a high-risk investment?

Grolleau SAS (ALGRO.PA) has an annualized volatility of 55.2% and experienced a maximum drawdown of 86.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALGRO.PA?

Over the past 10 years, ALGRO.PA has generated a Compound Annual Growth Rate (CAGR) of -0.1%. It has had a positive return in 43% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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