Amoeba SA

10-Year Study

ALMIB.PA · Basic Materials · FR · Common Stock

Executive Summary: Amoeba SA has compounded at -30.2% annually over the last 10 years, with a maximum drawdown of 98.9% and an annualized volatility of 130.4%.

1Y CAGR
-25.4%
3Y CAGR
+17.3%
5Y CAGR
-15.1%
10Y CAGR
-30.2%

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 →
-0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
82.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +494.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -84.8%
% 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.
2026-12.110.8-16.72.7————————-16.7%
20253.0-5.74.435.7-9.1-14.1-17.111.09.18.7-10.69.614.9%
202426.3-14.6-1.011.68.0-15.112.023.0-7.413.328.718.1139.8%
2023-19.62.3-5.9-10.5-6.12.02.8-1.2-25.83.8-7.1-6.2-54.8%
2022-9.4-13.9-10.89.9-25.9-12.25.777.7-17.832.9-15.3-7.2-19.8%
2021-11.9-12.55.0-9.5-13.7-14.8-11.68.63.2-4.5-35.33.1-66.0%
202022.961.263.3108.2-1.6-20.4-2.7-6.1-39.257.074.7-26.1494.3%
2019-4.110.3-9.610.4-16.8-1.6-14.5-43.4-37.6-27.0-1.826.2-76.4%
201818.5-6.420.6-70.3-11.2-24.428.2-6.1-9.3-20.2-3.2-32.5-84.8%
20174.7-7.2-22.8-22.816.1-12.1-9.613.52.61.9-8.6-2.0-43.2%
2016———1.1-0.6-17.66.215.41.66.1-19.8-5.6-17.3%

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 130.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.5% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110109.465550547327
2016-05-0110045.07405022537
2016-06-018274.307791371539
2016-07-018789.439793947198
2016-08-0110141.661300708307
2016-09-0110299.420476497104
2016-10-0110927.237604636188
2016-11-018763.683193818415
2016-12-018274.307791371539
2017-01-018663.876368319383
2017-02-018042.498390212492
2017-03-016210.560206052801
2017-04-014797.166773985834
2017-05-015569.864777849325
2017-06-014893.75402446877
2017-07-014423.6960721184805
2017-08-015022.537025112685
2017-09-015151.3200257566
2017-10-015247.907276239537
2017-11-014797.166773985834
2017-12-014700.579523502897
2018-01-015569.864777849325
2018-02-015215.711526078558
2018-03-016291.049581455248
2018-04-011870.5730843528654
2018-05-011661.3007083065038
2018-06-011255.6342562781713
2018-07-011609.7875080489378
2018-08-011511.5904700579524
2018-09-011371.5389568576948
2018-10-011094.6555054732776
2018-11-011059.2401802962008
2018-12-01714.7456535737283
2019-01-01685.7694784288474
2019-02-01756.6001287830007
2019-03-01684.1596909207985
2019-04-01754.9903504862298
2019-05-01628.461050204285
2019-06-01618.1583892738751
2019-07-01528.6542047474819
2019-08-01299.0985254433872
2019-09-01186.73534556043126
2019-10-01136.34900239230893
2019-11-01133.934323433055
2019-12-01169.02768066907342
2020-01-01207.66258239746094
2020-02-01334.83578939247496
2020-03-01546.6838229953744
2020-04-011138.119795824433
2020-05-011120.4121117429127
2020-06-01891.8222733182595
2020-07-01867.6754453453954
2020-08-01814.5524698614844
2020-09-01495.1706334842994
2020-10-01777.5273541059329
2020-11-011358.6605892439313
2020-12-011004.507368177425
2021-01-01885.3831294269157
2021-02-01774.3077821602609
2021-03-01812.9427222689735
2021-04-01735.3509078851762
2021-05-01634.9001940956288
2021-06-01540.8885858171001
2021-07-01478.1068944961735
2021-08-01518.9954889104663
2021-09-01535.73729373222
2021-10-01511.590465759356
2021-11-01330.97231073373376
2021-12-01341.27493328381877
2022-01-01309.07919463693753
2022-02-01266.09787461992545
2022-03-01237.2826750019022
2022-04-01260.78557707153436
2022-05-01193.1745086419375
2022-06-01169.67160657230534
2022-07-01179.33032240932096
2022-08-01318.73792966411565
2022-09-01262.07340968783564
2022-10-01348.3580222685569
2022-11-01294.91307423794876
2022-12-01273.6638840443844
2023-01-01219.8969826572416
2023-02-01225.04829393228408
2023-03-01211.8480336028994
2023-04-01189.63296414956844
2023-05-01178.04248979301968
2023-06-01181.58403428538878
2023-07-01186.73534556043126
2023-08-01184.48165287452596
2023-09-01136.8319420221922
2023-10-01141.98326289231593
2023-11-01131.8415978303358
2023-12-01123.63168169280752
2024-01-01156.14939288638595
2024-02-01133.2904071249044
2024-03-01132.00257450860312
2024-04-01147.29556044070705
2024-05-01159.04700188044188
2024-06-01135.06116977600766
2024-07-01151.3200253727969
2024-08-01186.0914388473619
2024-09-01172.24727180490785
2024-10-01195.10624797130814
2024-11-01251.12684204435624
2024-12-01296.5228602107847
2025-01-01305.537669334731
2025-02-01288.15195779990785
2025-03-01300.7083114162231
2025-04-01407.9201416438116
2025-05-01370.89502588825997
2025-06-01318.73792966411565
2025-07-01264.32710237374096
2025-08-01293.3032882651128
2025-09-01320.02576228041687
2025-10-01347.7141155554875
2025-11-01310.68898905344497
2025-12-01340.63103670315525
2026-01-01299.4204764971024
2026-02-01331.6162266580812
2026-03-01276.2395363811977
2026-04-01283.6445589182228
Annual Return Matrix
YearAnnual Return
2017-0.43190661478599224
2018-0.8479452054794521
2019-0.7635135242530892
20204.942857194757789
2021-0.6602564161345805
2022-0.19811314176774342
2023-0.5482353028624113
20241.3984374890860636
20250.14875135246239024
2026-0.16729678638941403
Total Factor Risk
1.3041527865980527
VTI.US Exposure
0.046148015803420143
VEA.US Exposure
0.0005748986086493472
VWO.US Exposure
0.0017746318046711323
QQQ.US Exposure
-0.006554140677959939
VTV.US Exposure
-0.0039856168557651705
IJR.US Exposure
0.008425748686230838
QUAL.US Exposure
-0.0054974459531903185
SHV.US Exposure
0.854903165544377
TLT.US Exposure
0.000028894905707088248
LQD.US Exposure
0.0036057726780575595
HYG.US Exposure
0.0027954670460770014
GLD.US Exposure
0.00025728731478781726
USO.US Exposure
0.0015492278043544479
VNQ.US Exposure
-0.0005337747385144542
BTC-USD.CC Exposure
0.0006174049286215943
CPER.US Exposure
-0.00019589833716485773
VIX.INDX Exposure
0.012180645584853697
UUP.US Exposure
0.000014615588202550047
TIP.US Exposure
0.003828377145921892
Idiosyncratic Exposure
0.0800627231186626
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
130.4%

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$65.4M
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
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 →
-5.8%
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 →
-8.2%
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 →
36.2% 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 →
0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amoeba SA a high-risk investment?

Amoeba SA (ALMIB.PA) has an annualized volatility of 130.4% and experienced a maximum drawdown of 98.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALMIB.PA has generated a Compound Annual Growth Rate (CAGR) of -30.2%. 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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