Icape Holding

10-Year Study

ALICA.PA · Technology · FR · Common Stock

Executive Summary: Icape Holding has compounded at -19.1% annually over the last 10 years, with a maximum drawdown of 74.6% and an annualized volatility of 113.5%.

1Y CAGR
-1.8%
3Y CAGR
-18.7%
5Y CAGR
-19.1%
10Y CAGR
-19.1%

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 →
74.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +16.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -38.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.0-7.4-25.521.430.38.0——————16.6%
2025-14.0-13.0-5.93.74.7-1.5-3.3-1.4-3.7-4.76.5-12.5-38.6%
2024-10.0-20.75.8-1.827.14.2-16.4-5.5-6.9-15.22.625.0-21.5%
20237.4-1.8-13.818.1-4.1-7.2-10.74.9-4.3-16.0-6.723.8-16.9%
2022———————-0.4-2.6-10.13.93.1-6.5%

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 113.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.7% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-07-0110000
2022-08-019964.644989716599
2022-09-019705.043525807914
2022-10-018725.66624621751
2022-11-019067.845581245068
2022-12-019346.336189487942
2023-01-0110035.417145626603
2023-02-019852.55283057556
2023-03-018495.579070330994
2023-04-0110029.51428802217
2023-05-019616.562797084609
2023-06-018928.973089182859
2023-07-017973.331510696598
2023-08-018361.553135038741
2023-09-018003.218610777995
2023-10-016719.129608112391
2023-11-016271.195918950658
2023-12-017764.308216156431
2024-01-016987.864967472147
2024-02-015542.534749190686
2024-03-015865.0793157656
2024-04-015757.523036678493
2024-05-017316.3745269947
2024-06-017620.589167324265
2024-07-016370.798874107581
2024-08-016023.338034907635
2024-09-015608.771025046756
2024-10-014755.217815445603
2024-11-014877.18949415617
2024-12-016096.471333859412
2025-01-015242.980259601464
2025-02-014560.1749731264645
2025-03-014291.936696512343
2025-04-014450.443957027196
2025-05-014657.727461957636
2025-06-014585.588328497132
2025-07-014436.463504806168
2025-08-014374.3281616016
2025-09-014212.776269269723
2025-10-014013.943171015105
2025-11-014274.91161247429
2025-12-013740.5476609150046
2026-01-013703.266454992264
2026-02-013429.8709448921636
2026-03-012553.7626057077528
2026-04-013100.5536259079527
2026-05-014038.797308296932
2026-06-014361.901092960686
Annual Return Matrix
YearAnnual Return
2023-0.16926718034290889
2024-0.21480817554698373
2025-0.38644053976925274
20260.1661129568106312
Total Factor Risk
1.1353338088446356
VTI.US Exposure
0.06701241464331249
VEA.US Exposure
0.027360378155296457
VWO.US Exposure
-0.003904799759319293
QQQ.US Exposure
-0.003930350670477775
VTV.US Exposure
0.007615538065470274
IJR.US Exposure
0.006179112263255109
QUAL.US Exposure
-0.007374565490371452
SHV.US Exposure
0.7866192148594544
TLT.US Exposure
0.0006099837332437896
LQD.US Exposure
0.006648898141965098
HYG.US Exposure
0.016358043760065884
GLD.US Exposure
0.0017390493182220077
USO.US Exposure
0.0037602178676662897
VNQ.US Exposure
0.006251903621742533
BTC-USD.CC Exposure
0.004899575471964855
CPER.US Exposure
0.002861671668534746
VIX.INDX Exposure
-0.0032300793070186413
UUP.US Exposure
0.007119191684403084
TIP.US Exposure
0.004507068922102669
Idiosyncratic Exposure
0.06889753305048756
Value Score
45.1
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
113.5%

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 →12.3x
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$44.7M
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 →
+24.5%
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 →
+13.0%
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 →
82.0% 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 →
0.24
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
48
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-72.5%
50.0% retracement-67.2%
61.8% retracement-59.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Icape Holding a high-risk investment?

Icape Holding (ALICA.PA) has an annualized volatility of 113.5% and experienced a maximum drawdown of 74.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALICA.PA has generated a Compound Annual Growth Rate (CAGR) of -19.1%. It has had a positive return in 25% 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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