Novacyt

10-Year Study

ALNOV.PA · Healthcare · FR · Common Stock

Executive Summary: Novacyt has compounded at -5.3% annually over the last 10 years, with a maximum drawdown of 97.2% and an annualized volatility of 102.2%.

1Y CAGR
+70.0%
3Y CAGR
+24.2%
5Y CAGR
-27.3%
10Y CAGR
-5.3%

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 →
97.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
146.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +5698.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -71.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.9-1.8-4.3-16.8148.7———————103.8%
20255.6-6.1-19.6-3.523.7-14.4-6.23.30.6-5.9-3.7-9.8-35.0%
2024-13.7-16.30.460.7-21.1-17.80.2115.6-43.3-0.9-11.84.3-15.6%
2023-34.2-12.3-9.7-12.1-17.2-9.172.121.3-18.6-34.859.5-4.8-42.0%
2022-54.30.426.7-25.6-6.45.2-29.6-9.7-33.24.90.048.1-71.9%
20211.8-18.42.7-37.6-20.1-8.70.117.0-27.2-7.559.0-8.4-55.3%
2020166.9276.930.6110.4-24.6-19.919.35.564.593.2-23.513.65698.8%
2019-12.4-25.9-4.8-22.5-37.4-18.49.5-21.2-17.012.251.246.4-56.4%
20183.50.00.0-2.0-1.70.3-2.9-18.5-9.9-19.1-7.35.1-43.8%
2017-3.6-7.4-7.00.03.2-12.5-10.79.3-2.4-13.8-7.27.8-38.4%
2016————-1.3-9.9-8.82.4-0.8-11.8-3.63.7-27.3%

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 102.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.1% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019870.12987012987
2016-06-018896.103896103896
2016-07-018116.883116883117
2016-08-018311.688311688311
2016-09-018246.753246753247
2016-10-017272.727272727273
2016-11-017012.987012987013
2016-12-017272.727272727273
2017-01-017012.987012987013
2017-02-016493.506493506494
2017-03-016038.961038961039
2017-04-016038.961038961039
2017-05-016233.766233766233
2017-06-015454.545454545454
2017-07-014870.12987012987
2017-08-015324.675324675324
2017-09-015194.805194805195
2017-10-014480.519480519481
2017-11-014155.8441558441555
2017-12-014480.519480519481
2018-01-014636.363636363636
2018-02-014636.363636363636
2018-03-014636.363636363636
2018-04-014545.454545454545
2018-05-014467.532467532466
2018-06-014480.519480519481
2018-07-014350.649350649351
2018-08-013545.4545454545455
2018-09-013194.805194805195
2018-10-012584.415584415585
2018-11-012396.103896103896
2018-12-012519.48051948052
2019-01-012207.792207792208
2019-02-011636.3636363636363
2019-03-011558.4415584415583
2019-04-011207.7922077922078
2019-05-01755.8441558441559
2019-06-01616.8831168831168
2019-07-01675.3246753246752
2019-08-01531.8181818181819
2019-09-01441.5584415584416
2019-10-01495.45454545454544
2019-11-01749.3506493506494
2019-12-011097.4025974025974
2020-01-012928.571428571429
2020-02-0111038.961038961039
2020-03-0114415.584415584417
2020-04-0130324.67532467532
2020-05-0122857.142857142855
2020-06-0118311.68831168831
2020-07-0121850.64935064935
2020-08-0123051.948051948053
2020-09-0137922.07792207792
2020-10-0173246.75324675324
2020-11-0156038.96103896104
2020-12-0163636.36363636364
2021-01-0164805.194805194806
2021-02-0152857.142857142855
2021-03-0154285.71428571428
2021-04-0133870.12987012987
2021-05-0127077.922077922078
2021-06-0124733.766233766233
2021-07-0124766.233766233767
2021-08-0128974.02597402597
2021-09-0121103.896103896106
2021-10-0119519.480519480516
2021-11-0131038.96103896104
2021-12-0128441.55844155844
2022-01-0112987.012987012988
2022-02-0113045.454545454544
2022-03-0116525.974025974025
2022-04-0112298.701298701299
2022-05-0111509.74025974026
2022-06-0112113.636363636362
2022-07-018522.727272727272
2022-08-017694.805194805195
2022-09-015136.363636363637
2022-10-015389.61038961039
2022-11-015389.61038961039
2022-12-017983.766233766234
2023-01-015249.350649350649
2023-02-014603.896103896103
2023-03-014155.8441558441555
2023-04-013652.5974025974024
2023-05-013025.974025974026
2023-06-012751.948051948052
2023-07-014737.012987012988
2023-08-015746.7532467532465
2023-09-014675.324675324675
2023-10-013049.3506493506493
2023-11-014863.636363636363
2023-12-014629.87012987013
2024-01-013996.753246753247
2024-02-013344.1558441558445
2024-03-013357.1428571428573
2024-04-015396.103896103896
2024-05-014259.74025974026
2024-06-013500.0000000000005
2024-07-013506.4935064935066
2024-08-017558.441558441557
2024-09-014285.714285714286
2024-10-014246.753246753247
2024-11-013746.7532467532465
2024-12-013909.0909090909086
2025-01-014129.87012987013
2025-02-013876.6233766233763
2025-03-013116.8831168831166
2025-04-013007.7922077922076
2025-05-013720.779220779221
2025-06-013185.064935064935
2025-07-012987.0129870129867
2025-08-013084.415584415584
2025-09-013103.896103896104
2025-10-012922.077922077922
2025-11-012814.9350649350645
2025-12-012538.961038961039
2026-01-012662.337662337662
2026-02-012613.6363636363635
2026-03-012500
2026-04-012081.1688311688313
2026-05-015175.324675324675
Annual Return Matrix
YearAnnual Return
2017-0.3839285714285715
2018-0.43768115942028984
2019-0.5644329896907216
202056.98816568047337
2021-0.5530612244897959
2022-0.7192922374429224
2023-0.42008946726311513
2024-0.15568022440392704
2025-0.3504983388704318
20261.0383631713554986
Total Factor Risk
1.0223196958643133
VTI.US Exposure
0.035714760503704084
VEA.US Exposure
0.0030483693333227557
VWO.US Exposure
-0.003074926332803014
QQQ.US Exposure
0.0005272445457591847
VTV.US Exposure
0.0030447543750038585
IJR.US Exposure
0.00041961033875543224
QUAL.US Exposure
0.006859726993651218
SHV.US Exposure
0.500556583895949
TLT.US Exposure
0.0016267470382484012
LQD.US Exposure
0.06564752301498149
HYG.US Exposure
0.003019629060211756
GLD.US Exposure
-0.00012295674442736583
USO.US Exposure
0.008349889123146272
VNQ.US Exposure
0.0032117260344216325
BTC-USD.CC Exposure
0.005158189571667606
CPER.US Exposure
0.021200540959454978
VIX.INDX Exposure
-0.0004286366462982672
UUP.US Exposure
0.010766514671796255
TIP.US Exposure
0.03792010006642883
Idiosyncratic Exposure
0.296554610197026
Value Score
42.8
Growth Score
49.1
Profit Score
12.5
Health Score
0
Yield Score
0
Moat Score
0

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
102.2%

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
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 →Medium
Market Cap$39.0M
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
-0.01
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 →
+99.2%
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 →
+85.0%
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 →
11.7% 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 →
0.97
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 →
77
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+17.4%
50.0% retracement+30.7%
61.8% retracement+47.4%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Novacyt a high-risk investment?

Novacyt (ALNOV.PA) has an annualized volatility of 102.2% and experienced a maximum drawdown of 97.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALNOV.PA has generated a Compound Annual Growth Rate (CAGR) of -5.3%. It has had a positive return in 20% 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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