MGI Digital

10-Year Study

ALMDG.PA · Technology · FR · Common Stock

Executive Summary: MGI Digital has compounded at -7.9% annually over the last 10 years, with a maximum drawdown of 84.9% and an annualized volatility of 50.8%.

1Y CAGR
+4.8%
3Y CAGR
-18.0%
5Y CAGR
-22.4%
10Y CAGR
-7.9%

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 →
84.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +42.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -42.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.313.815.77.6————————42.2%
20251.21.2-8.8-8.2-3.39.7-1.11.3-0.3-25.6-6.0-4.2-39.2%
2024-14.111.34.622.37.1-25.24.5-5.0-5.711.5-12.96.1-5.5%
202315.3-8.5-5.3-14.1-2.58.44.7-9.3-18.8-8.82.0-11.9-42.7%
2022-12.00.014.2-2.2-8.0-0.83.61.2-15.72.1-6.42.0-22.7%
20217.6-6.02.1-0.6-5.6-0.1-11.7-8.97.1-5.5-7.76.1-22.9%
2020-0.9-10.6-29.515.84.9-6.44.09.0-11.82.111.18.5-12.5%
20199.39.7-4.9-5.6-9.312.712.3-7.0-1.98.411.6-0.735.1%
201815.0-5.80.92.9-0.7-1.71.5-7.0-14.3-2.3-1.4-12.6-25.2%
20177.0-4.12.05.510.112.1-1.73.01.5-1.1-1.74.442.1%
2016———5.4-0.8-1.37.25.76.2-2.3-3.011.731.3%

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 50.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.7% of variance. Idiosyncratic stock-specific factors contribute 28.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110539.046302695231
2016-05-0110452.660677263304
2016-06-0110314.443676572218
2016-07-0111060.815480304076
2016-08-0111686.247408431236
2016-09-0112404.975812024879
2016-10-0112114.7201105736
2016-11-0111751.9004837595
2016-12-0113130.615065653075
2017-01-0114049.758120248789
2017-02-0113472.70214236351
2017-03-0113745.680718728403
2017-04-0114498.963372494818
2017-05-0115964.063579820318
2017-06-0117895.64616447823
2017-07-0117591.568762957842
2017-08-0118113.33794056669
2017-09-0118382.861091914307
2017-10-0118175.53559087768
2017-11-0117864.547339322737
2017-12-0118659.295093296474
2018-01-0121458.189357290943
2018-02-0120214.23635107118
2018-03-0120387.007601935038
2018-04-0120974.42985487215
2018-05-0120836.212854181063
2018-06-0120490.67035245335
2018-07-0120801.65860400829
2018-08-0119350.380096751902
2018-09-0116586.0400829302
2018-10-0116205.943331029715
2018-11-0115981.340704906703
2018-12-0113959.917069799583
2019-01-0115255.701451278506
2019-02-0116741.53420870767
2019-03-0115929.509329647546
2019-04-0115031.098825155494
2019-05-0113631.65169315826
2019-06-0115359.364201796821
2019-07-0117242.570836212853
2019-08-0116033.172080165858
2019-09-0115722.183828610918
2019-10-0117035.245335176227
2019-11-0119004.837595024186
2019-12-0118866.620594333104
2020-01-0118693.849343469246
2020-02-0116706.9799585349
2020-03-0111782.999308914996
2020-04-0113648.928818244643
2020-05-0114322.736696613685
2020-06-0113407.049067035245
2020-07-0113942.6399447132
2020-08-0115203.87007601935
2020-09-0113407.049067035245
2020-10-0113683.483068417414
2020-11-0115203.87007601935
2020-12-0116499.654457498273
2021-01-0117760.884588804423
2021-02-0116689.70283344851
2021-03-0117035.245335176227
2021-04-0116931.58258465791
2021-05-0115981.340704906703
2021-06-0115964.063579820318
2021-07-0114098.134070490669
2021-08-0112836.903939184518
2021-09-0113752.591568762955
2021-10-0112992.39806496199
2021-11-0111990.324809951624
2021-12-0112715.964063579819
2022-01-0111195.577055977883
2022-02-0111195.577055977883
2022-03-0112785.072563925361
2022-04-0112508.638562543192
2022-05-0111506.565307532826
2022-06-0111420.179682100897
2022-07-0111834.830684174154
2022-08-0111973.047684865236
2022-09-0110089.841050449204
2022-10-0110297.166551485832
2022-11-019640.635798203177
2022-12-019830.68417415342
2023-01-0111333.794056668969
2023-02-0110366.275051831375
2023-03-019813.407049067035
2023-04-018431.237042156185
2023-05-018223.911541119558
2023-06-018914.996544574982
2023-07-019329.647546648237
2023-08-018465.791292328955
2023-09-016876.2957843814775
2023-10-016268.140981340705
2023-11-016392.536281962681
2023-12-015632.342778161714
2024-01-014837.5950241879755
2024-02-015383.55217691776
2024-03-015632.342778161714
2024-04-016890.117484450588
2024-05-017377.332411886662
2024-06-015521.769177608846
2024-07-015770.559778852798
2024-08-015480.30407740152
2024-09-015169.315825846579
2024-10-015763.648928818245
2024-11-015017.277125086385
2024-12-015321.354526606773
2025-01-015383.55217691776
2025-02-015445.7498272287485
2025-03-014968.901174844506
2025-04-014559.087767795439
2025-05-014409.122322045611
2025-06-014837.5950241879755
2025-07-014782.308223911541
2025-08-014844.505874222529
2025-09-014830.684174153421
2025-10-013593.64201796821
2025-11-013379.405666897028
2025-12-013237.7332411886655
2026-01-013248.0995162404975
2026-02-013697.3047684865232
2026-03-014277.816171389081
2026-04-014602.62612301313
Annual Return Matrix
YearAnnual Return
20170.42105263157894735
2018-0.2518518518518519
20190.3514851485148516
2020-0.12545787545787546
2021-0.22931937172774874
2022-0.22690217391304346
2023-0.4270650263620386
2024-0.05521472392638038
2025-0.39155844155844166
20260.4215581643543225
Total Factor Risk
0.5081449063555334
VTI.US Exposure
-0.02858785355355804
VEA.US Exposure
0.11485996884506237
VWO.US Exposure
0.005053413459523652
QQQ.US Exposure
0.003065167162826387
VTV.US Exposure
-0.014442109675569874
IJR.US Exposure
0.021297775473749725
QUAL.US Exposure
-0.003334453105447641
SHV.US Exposure
0.5667619253396585
TLT.US Exposure
-0.004467336004734631
LQD.US Exposure
0.010310396410930726
HYG.US Exposure
0.021124285293331525
GLD.US Exposure
-0.001763818411538215
USO.US Exposure
-0.000052977220129569146
VNQ.US Exposure
0.010002620979249824
BTC-USD.CC Exposure
0.009756911805674218
CPER.US Exposure
0.006408068859633447
VIX.INDX Exposure
-0.005688265021736611
UUP.US Exposure
0.002298623180997506
TIP.US Exposure
-0.00027810687711610487
Idiosyncratic Exposure
0.2876757630591928
Value Score
17
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
50.8%

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 →82.5x
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$76.3M
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 →
+27.8%
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 →
+17.1%
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 →
14.0% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MGI Digital a high-risk investment?

MGI Digital (ALMDG.PA) has an annualized volatility of 50.8% and experienced a maximum drawdown of 84.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALMDG.PA has generated a Compound Annual Growth Rate (CAGR) of -7.9%. It has had a positive return in 30% 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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