Kalray SA

10-Year Study

ALKAL.PA · Technology · FR · Common Stock

Executive Summary: Kalray SA has compounded at -14.2% annually over the last 10 years, with a maximum drawdown of 98.9% and an annualized volatility of 107.6%.

1Y CAGR
+1718.4%
3Y CAGR
-31.8%
5Y CAGR
-29.0%
10Y CAGR
-14.2%

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 →
98.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
103.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +463.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -94.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026120.374.2-33.8121.7————————463.6%
2025-22.4-21.3-3.10.2-25.33.243.3-22.7101.9-5.0-23.751.712.4%
2024-5.5-1.5-18.18.63.1-33.1-28.6-31.8-58.4-51.610.3-18.0-94.9%
202315.9-13.2-10.65.823.039.25.10.5-26.3-19.532.2-11.319.7%
20220.3-8.25.5-14.4-12.1-20.32.77.3-25.22.029.2-13.5-45.3%
202125.08.3-3.7-3.1-5.3-5.88.63.8-6.6-3.9-12.35.75.7%
2020-8.9-9.5-8.80.36.212.0-0.512.0-5.10.5-1.549.340.2%
201948.55.8-12.69.1-5.52.54.5-2.0-3.5-13.4-11.670.586.9%
2018——————-1.1-3.0-9.5-27.7-12.7-5.0-48.0%

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 107.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 19.6% of variance. Idiosyncratic stock-specific factors contribute 31.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-019886.363636363636
2018-08-019590.909090909092
2018-09-018681.818181818182
2018-10-016272.727272727273
2018-11-015477.272727272727
2018-12-015204.545454545454
2019-01-017727.272727272727
2019-02-018172.727272727273
2019-03-017145.454545454546
2019-04-017795.454545454544
2019-05-017363.636363636363
2019-06-017545.454545454546
2019-07-017886.363636363637
2019-08-017727.272727272727
2019-09-017454.545454545454
2019-10-016454.545454545454
2019-11-015704.545454545454
2019-12-019727.272727272726
2020-01-018863.636363636364
2020-02-018022.727272727272
2020-03-017318.181818181819
2020-04-017340.90909090909
2020-05-017795.454545454544
2020-06-018727.272727272726
2020-07-018681.818181818182
2020-08-019727.272727272726
2020-09-019227.272727272728
2020-10-019272.727272727272
2020-11-019136.363636363636
2020-12-0113636.363636363636
2021-01-0117045.454545454544
2021-02-0118454.545454545456
2021-03-0117772.727272727272
2021-04-0117227.272727272728
2021-05-0116318.181818181818
2021-06-0115363.636363636362
2021-07-0116681.818181818184
2021-08-0117318.18181818182
2021-09-0116181.818181818182
2021-10-0115545.454545454546
2021-11-0113636.363636363636
2021-12-0114409.09090909091
2022-01-0114454.545454545456
2022-02-0113272.727272727272
2022-03-0114000.000000000002
2022-04-0111977.272727272728
2022-05-0110522.727272727272
2022-06-018390.909090909092
2022-07-018618.181818181818
2022-08-019250
2022-09-016918.181818181819
2022-10-017054.545454545454
2022-11-019113.636363636364
2022-12-017881.818181818182
2023-01-019136.363636363636
2023-02-017927.272727272728
2023-03-017090.909090909091
2023-04-017500
2023-05-019227.272727272728
2023-06-0112840.909090909092
2023-07-0113499.999999999998
2023-08-0113568.18181818182
2023-09-0110000
2023-10-018045.454545454546
2023-11-0110636.363636363634
2023-12-019431.818181818182
2024-01-018909.09090909091
2024-02-018772.727272727274
2024-03-017181.818181818183
2024-04-017800
2024-05-018045.454545454546
2024-06-015381.818181818182
2024-07-013840.9090909090905
2024-08-012618.181818181818
2024-09-011088.6363636363637
2024-10-01527.2727272727273
2024-11-01581.8181818181819
2024-12-01477.2727272727273
2025-01-01370.45454545454544
2025-02-01291.3636363636364
2025-03-01282.27272727272725
2025-04-01282.77272727272725
2025-05-01211.36363636363637
2025-06-01218.18181818181816
2025-07-01312.7272727272727
2025-08-01241.81818181818184
2025-09-01488.18181818181824
2025-10-01463.6363636363636
2025-11-01353.6363636363637
2025-12-01536.3636363636364
2026-01-011181.8181818181818
2026-02-012059.0909090909095
2026-03-011363.6363636363635
2026-04-013022.727272727273
Annual Return Matrix
YearAnnual Return
20190.8689956331877728
20200.40186915887850483
20210.05666666666666664
2022-0.4529968454258675
20230.19665513264129175
2024-0.9493975903614458
20250.12380952380952381
20264.635593220338984
Total Factor Risk
1.0763239426187674
VTI.US Exposure
0.014413985848269998
VEA.US Exposure
0.1326477707280172
VWO.US Exposure
-0.0267717986339217
QQQ.US Exposure
0.020405229833755034
VTV.US Exposure
0.04896048789302941
IJR.US Exposure
0.03495561001692125
QUAL.US Exposure
0.19598575323039213
SHV.US Exposure
0.0017198676141546995
TLT.US Exposure
0.08475593345013602
LQD.US Exposure
-0.006586171736270484
HYG.US Exposure
0.05841249702632859
GLD.US Exposure
-0.004668945165683258
USO.US Exposure
0.01108229876218562
VNQ.US Exposure
0.030209033942784066
BTC-USD.CC Exposure
0.002879934310835372
CPER.US Exposure
0.024161898651694644
VIX.INDX Exposure
-0.0036526078338358406
UUP.US Exposure
-0.003677386360971214
TIP.US Exposure
0.06571820480207216
Idiosyncratic Exposure
0.31904840362010634
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
107.6%

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
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%
Market Cap$52.3M
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 relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+67.5%
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 →
+284.7%
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 →
0.0% 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 →
2.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Kalray SA a high-risk investment?

Kalray SA (ALKAL.PA) has an annualized volatility of 107.6% and experienced a maximum drawdown of 98.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, ALKAL.PA has generated a Compound Annual Growth Rate (CAGR) of -14.2%. It has had a positive return in 75% 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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