Alstom S.A.

10-Year Study

ALO.PA · Industrials · FR · Common Stock

Executive Summary: Alstom S.A. has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 75.0% and an annualized volatility of 58.0%.

1Y CAGR
+16.2%
3Y CAGR
-3.7%
5Y CAGR
-12.8%
10Y CAGR
+3.5%

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 →
75.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +77.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -46.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.44.7-14.2-5.9————————-9.3%
2025-11.310.3-3.34.1-6.2-0.54.2-0.57.7-2.14.111.716.7%
2024-3.55.014.55.320.9-12.715.42.00.97.66.11.377.0%
202319.22.3-9.9-9.313.26.12.7-8.3-11.4-43.6-10.87.1-46.2%
2022-8.2-20.1-7.1-0.720.3-15.08.3-11.2-18.624.619.2-8.2-26.2%
2021-3.8-7.82.96.91.2-7.4-17.94.8-9.8-6.32.3-0.8-32.6%
202013.5-7.2-14.3-2.01.39.414.1-1.2-8.8-9.525.34.319.0%
2019-0.38.61.09.84.3-0.29.0-0.4-2.21.92.16.747.5%
20182.2-2.05.73.07.4-2.8-1.6-1.01.30.40.3-9.02.9%
20170.3-2.49.34.17.0-1.8-0.2-1.420.3-3.3-0.2-0.233.3%
2016———-0.61.1-7.55.57.7-0.73.94.52.416.5%

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 58.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019935.50895468964
2016-05-0110046.779150569619
2016-06-019292.264777397893
2016-07-019799.738332983621
2016-08-0110556.474407237809
2016-09-0110480.751428677224
2016-10-0110892.506695960205
2016-11-0111377.701526802353
2016-12-0111651.464471296855
2017-01-0111684.851701452746
2017-02-0111406.64535479332
2017-03-0112470.531603697898
2017-04-0112975.783458201162
2017-05-0113879.398659573679
2017-06-0113625.692738740296
2017-07-0113592.120366827534
2017-08-0113408.08946049692
2017-09-0116127.883582863276
2017-10-0115591.5896271245
2017-11-0115564.62064454017
2017-12-0115530.986558708451
2018-01-0115865.352571619
2018-02-0115551.16701020748
2018-03-0116430.837211024573
2018-04-0116924.548562682827
2018-05-0118176.72397832607
2018-06-0117665.053876251248
2018-07-0117382.527555264813
2018-08-0117210.469149211913
2018-09-0117432.392401782297
2018-10-0117504.844542638144
2018-11-0117554.647675236673
2018-12-0115974.030782902775
2019-01-0115933.237882472013
2019-02-0117310.075414408966
2019-03-0117491.267480467544
2019-04-0119201.571242855407
2019-05-0120024.49569106065
2019-06-0119985.310045726637
2019-07-0121781.66995824643
2019-08-0121686.821627524772
2019-09-0121218.161780169812
2019-10-0121619.870557073948
2019-11-0122082.9556607731
2019-12-0123561.47749633887
2020-01-0126747.26693069536
2020-02-0124822.4030559913
2020-03-0121279.53575276565
2020-04-0120844.347909337335
2020-05-0121112.154545339818
2020-06-0123103.971844693882
2020-07-0126351.137605845393
2020-08-0126021.9546430479
2020-09-0123723.279251710534
2020-10-0121469.23241420897
2020-11-0126896.13000737939
2020-12-0128045.37942057886
2021-01-0126992.400274405154
2021-02-0124874.404961655644
2021-03-0125584.414954639786
2021-04-0127341.389114895355
2021-05-0127672.325956081193
2021-06-0125626.5339321508
2021-07-0121035.539487259306
2021-08-0122050.70784041952
2021-09-0119900.158661423167
2021-10-0118646.175635149528
2021-11-0119070.228116461298
2021-12-0118912.72159749167
2022-01-0117355.846127751716
2022-02-0113872.560074447116
2022-03-0112885.125364714795
2022-04-0112794.25680770519
2022-05-0115387.031708575398
2022-06-0113078.978364808596
2022-07-0114162.3337429886
2022-08-0112577.864704671898
2022-09-0110243.986973011346
2022-10-0112761.395718465488
2022-11-0115208.4503985556
2022-12-0113960.451746594908
2023-01-0116639.9777101107
2023-02-0117025.38954319839
2023-03-0115343.038788517923
2023-04-0113911.51029986323
2023-05-0115746.8027813053
2023-06-0116713.389880208222
2023-07-0117168.812065579812
2023-08-0115743.220867254493
2023-09-0113947.345919765563
2023-10-017868.524667053407
2023-11-017016.872514816945
2023-12-017516.755517332836
2024-01-017251.38547748059
2024-02-017615.497693496519
2024-03-018720.176819289869
2024-04-019179.94544489564
2024-05-0111102.333879163014
2024-06-019689.085158583255
2024-07-0111182.562632983248
2024-08-0111401.646762777696
2024-09-0111500.388938941382
2024-10-0112379.81181324281
2024-11-0113138.893911013061
2024-12-0113305.520597602032
2025-01-0111796.615467432432
2025-02-0113009.294069110982
2025-03-0112577.296165570175
2025-04-0113095.693178979309
2025-05-0112284.155992202759
2025-06-0112219.355482701925
2025-07-0112737.75249611106
2025-08-0112676.039518833448
2025-09-0113651.119391274513
2025-10-0113361.063218831552
2025-11-0113910.317332971275
2025-12-0115533.393401547786
2026-01-0116675.100902257494
2026-02-0117458.86767301497
2026-03-0114971.796739036523
2026-04-0114095.459089843123
Annual Return Matrix
YearAnnual Return
20170.33296433224928235
20180.02852647013244014
20190.4749863585812695
20200.19030648332375288
2021-0.32563859044766286
2022-0.26184860943300536
2023-0.46156788807595384
20240.7701148543305583
20250.16743973207236018
2026-0.09257052046086622
Total Factor Risk
0.5796951960444722
VTI.US Exposure
-0.05183714384114672
VEA.US Exposure
0.12084500124994733
VWO.US Exposure
0.06517477994532742
QQQ.US Exposure
0.11156643716245808
VTV.US Exposure
0.1403148238839428
IJR.US Exposure
0.10294662251584726
QUAL.US Exposure
-0.01715813346955547
SHV.US Exposure
0.19664689470918573
TLT.US Exposure
0.004909170766515824
LQD.US Exposure
-0.01319449127420626
HYG.US Exposure
0.0917626566345497
GLD.US Exposure
0.014216095324854874
USO.US Exposure
0.02992330859827255
VNQ.US Exposure
-0.0024200216868906443
BTC-USD.CC Exposure
-0.0005777315172154067
CPER.US Exposure
0.006404141671625914
VIX.INDX Exposure
-0.023562163484645595
UUP.US Exposure
-0.0008095821625516028
TIP.US Exposure
0.00019973042687034743
Idiosyncratic Exposure
0.2246496045468138
Value Score
33.3
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
58.0%

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 →41.8x
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$11.2B
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 →
-11.5%
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 →
-2.1%
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 →
23.5% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alstom S.A. a high-risk investment?

Alstom S.A. (ALO.PA) has an annualized volatility of 58.0% and experienced a maximum drawdown of 75.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALO.PA has generated a Compound Annual Growth Rate (CAGR) of 3.5%. It has had a positive return in 60% 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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