Reworld Media

10-Year Study

ALREW.PA · Communication Services · FR · Common Stock

Executive Summary: Reworld Media has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 82.9% and an annualized volatility of 115.5%.

1Y CAGR
+13.3%
3Y CAGR
-25.6%
5Y CAGR
-15.2%
10Y CAGR
+7.1%

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 →
82.9%
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 →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +135.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -49.4%
% 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.
202610.8-4.4-8.717.6————————13.9%
2025-26.9-2.719.79.7-3.95.37.11.21.5-8.3-8.41.0-11.7%
2024-4.6-6.51.3-13.25.7-28.17.5-4.83.7-17.0-18.618.4-49.4%
20232.2-7.21.6-8.6-16.2-5.4-2.3-8.6-12.86.01.54.7-38.7%
2022-15.3-9.625.3-7.0-8.54.17.1-6.8-22.09.6-0.47.6-22.2%
2021-5.46.035.2-4.0-1.5-6.07.7-0.247.29.35.67.0135.6%
2020-9.8-6.0-16.5-2.3-5.310.022.71.615.4-6.010.86.715.3%
20195.439.05.549.4-10.110.0-15.54.2-15.7-5.92.912.283.9%
20182.2-8.41.2-8.5-21.3-0.8-2.038.3-4.2-2.23.2-6.9-17.4%
201745.517.04.4-3.72.4-2.44.8-2.30.9-7.9-1.5-6.749.6%
2016———-3.1-3.2-8.711.911.74.83.6-2.69.023.5%

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 115.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.3% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019693.340216830149
2016-05-019387.712958182758
2016-06-018570.986060918945
2016-07-019591.120289106866
2016-08-0110713.47444501807
2016-09-0111224.574083634487
2016-10-0111632.421270005163
2016-11-0111325.761486835312
2016-12-0112346.928239545688
2017-01-0117958.699019101707
2017-02-0121020.13422818792
2017-03-0121938.048528652555
2017-04-0121121.321631388742
2017-05-0121632.42127000516
2017-06-0121121.321631388742
2017-07-0122142.48838409912
2017-08-0121632.42127000516
2017-09-0121835.82860092927
2017-10-0120101.187403200824
2017-11-0119795.560144553434
2017-12-0118468.766133195662
2018-01-0118876.61331956634
2018-02-0117295.818275684047
2018-03-0117499.225606608157
2018-04-0116019.61796592669
2018-05-0112601.961796592668
2018-06-0112499.741868869385
2018-07-0112244.708311822405
2018-08-0116938.564790913784
2018-09-0116224.057821373257
2018-10-0115866.804336602992
2018-11-0116376.871450696955
2018-12-0115254.517294785752
2019-01-0116071.24419204956
2019-02-0122345.895715023235
2019-03-0123570.469798657716
2019-04-0135202.89106866288
2019-05-0131631.3887454827
2019-06-0134795.0438822922
2019-07-0129386.680433660298
2019-08-0130611.254517294787
2019-09-0125815.178110480123
2019-10-0124284.976768198245
2019-11-0124999.48373773877
2019-12-0128059.886422302527
2020-01-0125305.110996386167
2020-02-0123774.909654104285
2020-03-0119846.153846153844
2020-04-0119386.680433660298
2020-05-0118366.54620547238
2020-06-0120203.407330924107
2020-07-0124795.043882292208
2020-08-0125202.891068662884
2020-09-0129081.053175012905
2020-10-0127346.41197728446
2020-11-0130305.627258647393
2020-12-0132345.89571502323
2021-01-0130611.254517294787
2021-02-0132448.115642746514
2021-03-0143876.09705730511
2021-04-0142141.455859576665
2021-05-0141529.168817759426
2021-06-0139029.42694889003
2021-07-0142039.235931853385
2021-08-0141937.0160041301
2021-09-0161732.576148683525
2021-10-0167446.56685596282
2021-11-0171222.50903458957
2021-12-0176221.99277232835
2022-01-0164589.57150232317
2022-02-0158365.51368094993
2022-03-0173160.55756324212
2022-04-0168058.85389778008
2022-05-0162242.643262777485
2022-06-0164794.01135776974
2022-07-0169385.64790913784
2022-08-0164691.79143004646
2022-09-0150457.40836344863
2022-10-0155304.07847186371
2022-11-0155100.671140939594
2022-12-0159283.427981414556
2023-01-0160610.22199277233
2023-02-0156223.02529685079
2023-03-0157140.93959731543
2023-04-0152243.675787299944
2023-05-0143773.87712958182
2023-06-0141426.94889003613
2023-07-0140458.44088797109
2023-08-0136989.158492514194
2023-09-0132243.675787299944
2023-10-0134182.75684047496
2023-11-0134692.82395456892
2023-12-0136325.24522457408
2024-01-0134642.23025296851
2024-02-0132396.489416623645
2024-03-0132805.36912751678
2024-04-0128468.766133195662
2024-05-0130101.187403200824
2024-06-0121632.42127000516
2024-07-0123264.842540010326
2024-08-0122142.48838409912
2024-09-0122958.182756840473
2024-10-0119060.40268456376
2024-11-0115509.55085183273
2024-12-0118366.54620547238
2025-01-0113427.981414558597
2025-02-0113060.402684563756
2025-03-0115632.421270005161
2025-04-0117141.97212183789
2025-05-0116468.766133195662
2025-06-0117346.41197728446
2025-07-0118585.441404233352
2025-08-0118812.596799173978
2025-09-0119101.703665462057
2025-10-0117511.615900877645
2025-11-0116045.431078988126
2025-12-0116210.63500258131
2026-01-0117965.926690758904
2026-02-0117181.208053691276
2026-03-0115694.372741352607
2026-04-0118461.53846153846
Annual Return Matrix
YearAnnual Return
20170.49581869877906004
2018-0.1740370101190809
20190.8394476783538649
20200.1527450691786869
20211.356465668592588
2022-0.22222673764917844
2023-0.3872613905531559
2024-0.49438617435547594
2025-0.11738250505959069
20260.13885350318471334
Total Factor Risk
1.1552747807509038
VTI.US Exposure
-0.0029358774266627706
VEA.US Exposure
0.0180247418803854
VWO.US Exposure
-0.002821842948364609
QQQ.US Exposure
0.005503668604432528
VTV.US Exposure
-0.0004531605217930151
IJR.US Exposure
-0.0019652569528170274
QUAL.US Exposure
-0.0054669792842794085
SHV.US Exposure
0.8527343268226425
TLT.US Exposure
-0.004210278185142547
LQD.US Exposure
0.04293497899875526
HYG.US Exposure
-0.0018376684670285963
GLD.US Exposure
0.0024984097313297837
USO.US Exposure
0.002601018901402928
VNQ.US Exposure
0.0037471663950460624
BTC-USD.CC Exposure
0.0010256990667388414
CPER.US Exposure
0.003943444385425628
VIX.INDX Exposure
0.0005687543612764038
UUP.US Exposure
-0.0006233514685821874
TIP.US Exposure
0.00003144583257214086
Idiosyncratic Exposure
0.08670076027466256
Value Score
47.8
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
115.5%

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 →5.5x
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$88.5M
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 →
+12.1%
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 →
+7.6%
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 →
18.0% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Reworld Media a high-risk investment?

Reworld Media (ALREW.PA) has an annualized volatility of 115.5% and experienced a maximum drawdown of 82.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALREW.PA has generated a Compound Annual Growth Rate (CAGR) of 7.1%. 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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