Installux

10-Year Study

ALLUX.PA · Basic Materials · FR · Common Stock

Executive Summary: Installux has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 87.7%.

1Y CAGR
+64.0%
3Y CAGR
+19.6%
5Y CAGR
+3.3%
10Y CAGR
+6.3%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +57.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -24.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.6-0.7-5.30.71.468.3——————57.4%
2025-8.0-5.6-0.7-1.73.74.00.0-1.33.9-4.43.9-1.9-8.6%
20245.317.9-17.62.2-2.910.6-11.728.9-1.84.3-3.06.134.7%
2023-5.6-0.60.60.00.6-4.7-3.8-12.4-8.24.1-4.79.0-24.3%
2022-1.53.0-8.88.0-1.0-2.1-2.60.0-2.71.60.0-2.7-9.1%
202115.6-3.0-3.14.8-4.68.615.04.3-13.7-1.4-1.50.519.1%
2020-4.61.8-35.326.48.64.0-4.50.0-7.37.98.06.8-1.1%
20195.1-0.6-0.69.3-2.86.7-3.3-0.62.9-6.73.02.314.4%
20185.5-0.9-5.12.9-3.8-1.2-6.11.1-2.7-4.4-2.9-8.2-23.5%
20174.15.0-1.0-1.02.810.7-0.24.3-9.4-1.73.5-1.015.8%
2016—————19.4-0.97.2-2.92.74.72.836.2%

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 87.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.1% of variance. Idiosyncratic stock-specific factors contribute 9.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0111944.610606004675
2016-07-0111833.001924410302
2016-08-0112690.776573162058
2016-09-0112321.611790359802
2016-10-0112654.19632187241
2016-11-0113251.052599510516
2016-12-0113624.32237586175
2017-01-0114184.224816665119
2017-02-0114898.662697172003
2017-03-0114744.127257468486
2017-04-0114594.822015396174
2017-05-0115005.41476668026
2017-06-0116615.701889408894
2017-07-0116583.38229231201
2017-08-0117298.562896462103
2017-09-0115664.788806309683
2017-10-0115398.635790117864
2017-11-0115930.937375054536
2017-12-0115778.852478628907
2018-01-0116653.34063307629
2018-02-0116501.255736650655
2018-03-0115664.788806309683
2018-04-0116121.043495586575
2018-05-0115512.699462437085
2018-06-0115319.275546468929
2018-07-0114390.83541288541
2018-08-0114545.575435149332
2018-09-0114158.723155766049
2018-10-0113539.763066710373
2018-11-0113152.915234774055
2018-12-0112069.735078926618
2019-01-0112688.695167982298
2019-02-0112611.322933126854
2019-03-0112533.955145718377
2019-04-0113694.50308897429
2019-05-0113307.655257037974
2019-06-0114198.047481833293
2019-07-0113724.7813079141
2019-08-0113645.901388537415
2019-09-0114040.292090526897
2019-10-0113093.755295241543
2019-11-0113488.14599723102
2019-12-0113803.656779843814
2020-01-0113172.635214618225
2020-02-0113409.266077854338
2020-03-018676.586548874551
2020-04-0110964.046393987763
2020-05-0111910.583189273117
2020-06-0112383.853810639272
2020-07-0111831.707717343399
2020-08-0111831.707717343399
2020-09-0110964.046393987763
2020-10-0111831.707717343399
2020-11-0112778.24451262875
2020-12-0113645.901388537415
2021-01-0115775.610289791197
2021-02-0115302.33966842504
2021-03-0114829.073494505847
2021-04-0115538.974979108118
2021-05-0114829.073494505847
2021-06-0116097.560975609756
2021-07-0118512.19556669592
2021-08-0119317.072281242316
2021-09-0116660.976899515717
2021-10-0116419.511661428318
2021-11-0116178.046423340913
2021-12-0116258.536318519036
2022-01-0116017.071080431635
2022-02-0116500.00155660644
2022-03-0115051.219022975956
2022-04-0116258.536318519036
2022-05-0116097.560975609756
2022-06-0115761.191666729672
2022-07-0115350.74568119544
2022-08-0115350.74568119544
2022-09-0114940.299695661206
2022-10-0115186.56817647114
2022-11-0115186.56817647114
2022-12-0114776.11774348994
2023-01-0113955.221324974507
2023-02-0113873.134796335838
2023-03-0113955.221324974507
2023-04-0113955.221324974507
2023-05-0114037.31230106014
2023-06-0113378.543114218
2023-07-0112873.695619398164
2023-08-0111274.998543461119
2023-09-0110349.440355511122
2023-10-0110770.14660119432
2023-11-0110265.299106374481
2023-12-0111190.857294324482
2024-01-0111779.85048572792
2024-02-0113883.395056484802
2024-03-0111443.281041734399
2024-04-0111695.709236591281
2024-05-0111359.139792597758
2024-06-0112564.753715953126
2024-07-0111091.643647422416
2024-08-0114297.82595449995
2024-09-0114037.863784483836
2024-10-0114644.437733741135
2024-11-0114211.171897827911
2024-12-0115077.708017101326
2025-01-0113864.55567113976
2025-02-0113084.678055985352
2025-03-0112998.023999313315
2025-04-0112781.388857633221
2025-05-0113257.981721882463
2025-06-0113787.085592451083
2025-07-0113787.085592451083
2025-08-0113609.18771383881
2025-09-0114142.881349675627
2025-10-0113520.238774532674
2025-11-0114053.932410369489
2025-12-0113787.085592451083
2026-01-0113431.289835226538
2026-02-0113342.3408959204
2026-03-0112630.749381471314
2026-04-0112719.69832077745
2026-05-0112897.596199389722
2026-06-0121703.541190697186
Annual Return Matrix
YearAnnual Return
20170.15813851458655614
2018-0.23506889393420516
20190.143658637872224
2020-0.011428521718734208
20210.19145931482226874
2022-0.09117786164678132
2023-0.24263886572946758
20240.3473237680144565
2025-0.08559805132095688
20260.5741935483870968
Total Factor Risk
0.8766901636239083
VTI.US Exposure
0.037501963142209986
VEA.US Exposure
-0.004701437148992327
VWO.US Exposure
0.009515681184878368
QQQ.US Exposure
0.026254815368447464
VTV.US Exposure
0.026072350353923322
IJR.US Exposure
0.003016054502318187
QUAL.US Exposure
0.04290115192031251
SHV.US Exposure
0.7312222585897511
TLT.US Exposure
0.000004150874312625151
LQD.US Exposure
0.0006117192877533187
HYG.US Exposure
0.009359441600774768
GLD.US Exposure
0.0030425309855358477
USO.US Exposure
0.007296639503485669
VNQ.US Exposure
-0.0006983311811745275
BTC-USD.CC Exposure
0.0007484401470203579
CPER.US Exposure
0.0005549973703363947
VIX.INDX Exposure
0.0006978688434119442
UUP.US Exposure
0.005568874113527132
TIP.US Exposure
0.004700112726840173
Idiosyncratic Exposure
0.09633071781532751
Value Score
41
Growth Score
56.1
Profit Score
43.8
Health Score
33.7
Yield Score
19.6
Moat Score
58.6

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
87.7%

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 →18.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued9.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.63%
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 →Extreme
Market Cap$136.4M
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
3.0/ 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
1.69
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 →
+52.6%
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 →
+58.1%
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 →
0.8% 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 →
0.02
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 →
97
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+19.4%
50.0% retracement+27.4%
61.8% retracement+36.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Installux a high-risk investment?

Installux (ALLUX.PA) has an annualized volatility of 87.7% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALLUX.PA has generated a Compound Annual Growth Rate (CAGR) of 6.3%. It has had a positive return in 50% 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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