Sensorion SA

10-Year Study

ALSEN.PA · Healthcare · FR · Common Stock

Executive Summary: Sensorion SA has compounded at -23.5% annually over the last 10 years, with a maximum drawdown of 96.1% and an annualized volatility of 247.7%.

1Y CAGR
-0.8%
3Y CAGR
+15.1%
5Y CAGR
-28.2%
10Y CAGR
-23.5%

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 →
96.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
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 →
73.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +77.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -80.8%
% 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.
20263.93.711.6-1.5————————18.4%
2025-1.3-4.1-31.1-3.60.5-22.66.1-2.75.92.4-7.54.7-47.0%
202421.474.3-15.5-9.210.6-7.5-8.44.011.5-7.1-1.7-8.147.9%
2023-1.67.1-10.3-20.0-5.48.516.5109.0-1.4-12.3-17.4-14.016.2%
2022-61.6-16.220.0-23.5-27.9-1.115.15.0-25.336.2-16.0-11.9-80.8%
20219.728.97.5-1.3-9.3-6.10.1-0.4-3.73.8-11.413.828.4%
20208.6-10.9-27.940.7-2.713.623.666.5-12.7-30.320.08.777.5%
2019-0.60.628.08.2-1.014.9-16.3-10.73.7-18.74.6-19.2-16.0%
2018-2.6-9.7-4.1-3.8-13.823.80.0-11.63.2-51.8-19.3-11.4-72.8%
20177.5-14.30.9-2.742.11.1-17.9-2.5-15.41.4-33.329.4-23.1%
2016———1.9-16.8-13.714.81.1-7.7-17.83.77.1-28.4%

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 247.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.4% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110193.452380952382
2016-05-018482.142857142859
2016-06-017321.4285714285725
2016-07-018407.738095238097
2016-08-018497.02380952381
2016-09-017842.261904761905
2016-10-016443.452380952382
2016-11-016681.54761904762
2016-12-017157.738095238095
2017-01-017693.452380952382
2017-02-016592.261904761905
2017-03-016651.785714285714
2017-04-016473.214285714285
2017-05-019196.42857142857
2017-06-019300.595238095239
2017-07-017633.9285714285725
2017-08-017440.476190476191
2017-09-016294.642857142858
2017-10-016383.9285714285725
2017-11-014255.952380952381
2017-12-015505.952380952382
2018-01-015364.583333333334
2018-02-014843.75
2018-03-014642.857142857143
2018-04-014464.285714285715
2018-05-013846.726190476191
2018-06-014761.904761904762
2018-07-014761.904761904762
2018-08-014211.309523809524
2018-09-014345.238095238095
2018-10-012095.2380952380954
2018-11-011690.4761904761904
2018-12-011497.0238095238094
2019-01-011488.095238095238
2019-02-011497.0238095238094
2019-03-011916.6666666666667
2019-04-012074.404841377622
2019-05-012053.5714214756376
2019-06-012360.1189965293524
2019-07-011976.190400975091
2019-08-011764.880936770212
2019-09-011830.3571712403073
2019-10-011488.095238095238
2019-11-011556.5476247242518
2019-12-011257.4405187652224
2020-01-011366.0714030265808
2020-02-011217.2619324354898
2020-03-01877.9761514493398
2020-04-011235.119022783779
2020-05-011202.3809942461196
2020-06-011366.0714030265808
2020-07-011688.9880810465133
2020-08-012812.499978712627
2020-09-012455.3571073781877
2020-10-011711.3094883305687
2020-11-012053.5714214756376
2020-12-012232.1428571428573
2021-01-012447.916638283503
2021-02-013154.76173446292
2021-03-013392.8571002823965
2021-04-013348.2142857142862
2021-05-013035.7142289479575
2021-06-012851.1904889629004
2021-07-012854.1666411218193
2021-08-012842.2618550913676
2021-09-012738.0952877657755
2021-10-012842.2618550913676
2021-11-012517.8571896893636
2021-12-012866.07142715227
2022-01-011101.1904903820584
2022-02-01922.6190547148387
2022-03-011107.142883397284
2022-04-01846.7261989911398
2022-05-01610.8630803369341
2022-06-01604.1666492819786
2022-07-01695.6845255834717
2022-08-01730.6547569377083
2022-09-01546.1309726039569
2022-10-01744.047619047619
2022-11-01624.9999804865747
2022-12-01550.5952451910292
2023-01-01541.6666556681906
2023-02-01580.3571215697698
2023-03-01520.8333244635945
2023-04-01416.66666844061444
2023-05-01394.345216807865
2023-06-01427.82737208264217
2023-07-01498.51191717953907
2023-08-011041.666648927189
2023-09-011026.7857107378188
2023-10-01900.2976474307832
2023-11-01744.047619047619
2023-12-01639.880963024639
2024-01-01776.7857362826666
2024-02-011354.1667056935175
2024-03-011144.34522887071
2024-04-011038.6904967682704
2024-05-011148.809545806476
2024-06-011062.4999801317852
2024-07-01973.2142622981753
2024-08-011011.9047725484486
2024-09-011127.9762146018802
2024-10-011047.619041942415
2024-11-011029.7618628967377
2024-12-01946.4285380783535
2025-01-01934.5238407452902
2025-02-01895.833330495017
2025-03-01617.5595113918895
2025-04-01595.238104107834
2025-05-01598.214300615447
2025-06-01462.7976034368788
2025-07-01491.07144808485396
2025-08-01477.6785859749431
2025-09-01505.9523862742243
2025-10-01517.8571279559817
2025-11-01479.1666666666667
2025-12-01501.48809523809524
2026-01-01520.8333333333333
2026-02-01540.1785714285714
2026-03-01602.6785714285716
2026-04-01593.75
Annual Return Matrix
YearAnnual Return
2017-0.23076923076923062
2018-0.7281081081081081
2019-0.16003973299181962
20200.7751478688906652
20210.28399999936421705
2022-0.8078920015827725
20230.1621621665160442
20240.4790696907198204
2025-0.47012576749183177
20260.18397626112759635
Total Factor Risk
2.477196338776902
VTI.US Exposure
0.02301465110536797
VEA.US Exposure
0.0005447455418945034
VWO.US Exposure
0.0006495885467090761
QQQ.US Exposure
-0.007030171916424105
VTV.US Exposure
-0.001435877920352186
IJR.US Exposure
-0.0037486154769754377
QUAL.US Exposure
0.006904606476539088
SHV.US Exposure
0.8837906091205958
TLT.US Exposure
0.00007966105976484351
LQD.US Exposure
0.000289628263398371
HYG.US Exposure
-0.001003030529514915
GLD.US Exposure
0.010778817224526668
USO.US Exposure
0.002282584145750267
VNQ.US Exposure
0.000653892269850438
BTC-USD.CC Exposure
-0.0004217738575369192
CPER.US Exposure
0.00015237079303562952
VIX.INDX Exposure
0.003625947040137322
UUP.US Exposure
0.006671497171806889
TIP.US Exposure
0.00521027130890258
Idiosyncratic Exposure
0.06899059963252399
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
247.7%

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$215.1M
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 →
-2.4%
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 →
+14.0%
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 →
43.0% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sensorion SA a high-risk investment?

Sensorion SA (ALSEN.PA) has an annualized volatility of 247.7% and experienced a maximum drawdown of 96.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALSEN.PA has generated a Compound Annual Growth Rate (CAGR) of -23.5%. 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.

Run a Full Backtest on Sensorion SA

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest