Alstom PK

10-Year Study

ALSMY.US · Industrials · US · Common Stock

Executive Summary: Alstom PK has compounded at 3.3% annually over the last 10 years, with a maximum drawdown of 78.3% and an annualized volatility of 60.3%.

1Y CAGR
+1.0%
3Y CAGR
-4.0%
5Y CAGR
-15.3%
10Y CAGR
+3.3%

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 →
78.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +79.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -45.3%
% 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.
20267.94.8-14.6-20.3————————-23.0%
2025-11.510.91.410.2-6.73.20.91.78.9-4.75.712.834.1%
2024-5.45.715.54.741.0-20.017.64.10.56.42.3-1.879.4%
202322.3-0.7-7.6-8.211.08.53.0-10.0-13.3-45.1-7.07.5-45.3%
2022-8.9-22.3-6.9-7.025.2-17.25.7-14.2-20.627.827.2-7.4-31.1%
2021-4.9-8.5-0.29.72.8-9.9-18.03.9-12.0-5.90.3-1.1-38.2%
202012.4-8.0-15.3-1.73.210.319.30.5-10.3-11.138.61.932.5%
20190.17.8-0.39.15.60.77.3-1.2-3.65.40.78.647.0%
20186.0-4.57.11.23.8-2.8-1.3-1.61.1-2.10.2-8.1-2.0%
20172.2-3.510.05.910.5-0.43.2-0.519.6-4.51.90.551.8%
2016———-0.2-1.7-7.76.27.30.21.41.11.87.9%

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 60.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 19.3% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019984.348663616664
2016-05-019816.397784733928
2016-06-019058.51191909463
2016-07-019617.144233084517
2016-08-0110316.638574524439
2016-09-0110335.90175776547
2016-10-0110476.763785215506
2016-11-0110589.934986756562
2016-12-0110785.57669154828
2017-01-0111023.35660967975
2017-02-0110636.888995906573
2017-03-0111703.58776787864
2017-04-0112398.868287984587
2017-05-0113695.521309896461
2017-06-0113637.129785697087
2017-07-0114071.153383096555
2017-08-0113996.508548037564
2017-09-0116738.502287503008
2017-10-0115986.034192150253
2017-11-0116293.64314953046
2017-12-0116372.50180592343
2018-01-0117353.720202263426
2018-02-0116572.959306525405
2018-03-0117743.799662894293
2018-04-0117952.082831687938
2018-05-0118629.906091981702
2018-06-0118109.800144473873
2018-07-0117872.020226342403
2018-08-0117593.30604382374
2018-09-0117792.559595473154
2018-10-0117425.95713941729
2018-11-0117465.687454851915
2018-12-0116045.027690825907
2019-01-0116064.892848543222
2019-02-0117318.805682639057
2019-03-0117259.21020948712
2019-04-0118832.528846624988
2019-05-0119878.783399387637
2019-06-0120009.563424459226
2019-07-0121469.552861963904
2019-08-0121218.154162290495
2019-09-0120463.955192832294
2019-10-0121570.114351139855
2019-11-0121720.955867294288
2019-12-0123581.315430279043
2020-01-0126497.552689373882
2020-02-0124385.79442671572
2020-03-0120665.07530074621
2020-04-0120313.11367667786
2020-05-0120966.75546261709
2020-06-0123128.793752253732
2020-07-0127603.71041246245
2020-08-0127754.55192861688
2020-09-0124888.59469650052
2020-10-0122123.196083122122
2020-11-0130670.790622930712
2020-12-0131256.612570579153
2021-01-0129718.49698719564
2021-02-0127191.60163083939
2021-03-0127136.672929542885
2021-04-0129773.434299806097
2021-05-0130597.42222801335
2021-06-0127576.13124429476
2021-07-0122625.25577990658
2021-08-0123510.352462393792
2021-09-0120689.11091322041
2021-10-0119472.10405121474
2021-11-0119527.421696858324
2021-12-0119306.148243846015
2022-01-0117591.27683017215
2022-02-0113663.663710280267
2022-03-0112723.249382149475
2022-04-0111838.154134881259
2022-05-0114825.351491423362
2022-06-0112280.701040905871
2022-07-0112974.917902993548
2022-08-0111129.347554121194
2022-09-018836.36634205727
2022-10-0111297.126807220407
2022-11-0114373.076671064833
2022-12-0113310.476409191973
2023-01-0116274.575351262249
2023-02-0116162.721559050111
2023-03-0114932.34132646854
2023-04-0113701.961093886972
2023-05-0115211.972218951401
2023-06-0116498.280065248535
2023-07-0116988.276746397616
2023-08-0115295.09292692556
2023-09-0113263.272056515292
2023-10-017280.689419076553
2023-11-016772.735277888231
2023-12-017280.689419076553
2024-01-016885.613816461303
2024-02-017280.689419076553
2024-03-018409.479110464255
2024-04-018804.554713079506
2024-05-0112416.68086438876
2024-06-019932.578715134494
2024-07-0111678.305184327346
2024-08-0112159.884306083035
2024-09-0112220.081696302495
2024-10-0113002.649204374478
2024-11-0113303.636155471782
2024-12-0113062.84659459394
2025-01-0111557.909686278928
2025-02-0112822.057033716097
2025-03-0113002.649204374478
2025-04-0114326.99322442161
2025-05-0113363.833545691245
2025-06-0113785.21527722747
2025-07-0113905.61005766639
2025-08-0114146.399618544234
2025-09-0115410.546248371906
2025-10-0114688.177565738377
2025-11-0115530.941028810827
2025-12-0117517.45777649102
2026-01-0118901.999186757614
2026-02-0119804.960269684565
2026-03-0116915.482783529977
2026-04-0113484.228268721408
Annual Return Matrix
YearAnnual Return
20170.5179996651225094
2018-0.020001470696374812
20190.46969615040067314
20200.3254821455144452
2021-0.38233395572691475
2022-0.3105576399251575
2023-0.45301060643865154
20240.7941771503626049
20250.34101381729007074
2026-0.23024057253229602
Total Factor Risk
0.6033735837148282
VTI.US Exposure
-0.08576312946901236
VEA.US Exposure
0.1931386585549728
VWO.US Exposure
0.05514359221236661
QQQ.US Exposure
0.10150250550246022
VTV.US Exposure
0.1251867239938787
IJR.US Exposure
0.09380166286417468
QUAL.US Exposure
-0.013812932756194248
SHV.US Exposure
0.18610975782802439
TLT.US Exposure
0.003552586433968117
LQD.US Exposure
-0.017936637961903788
HYG.US Exposure
0.106716804974251
GLD.US Exposure
0.01079677222073133
USO.US Exposure
0.03965143678482831
VNQ.US Exposure
-0.009265152467236698
BTC-USD.CC Exposure
-0.0018424200202219988
CPER.US Exposure
0.00451793591189684
VIX.INDX Exposure
-0.029377874877781422
UUP.US Exposure
-0.0072191089743787965
TIP.US Exposure
-0.00041716745657926916
Idiosyncratic Exposure
0.2455159867017556
Value Score
34.3
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
60.3%

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 →39.3x
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$12.9B
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 →
-24.2%
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 →
-16.3%
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 →
36.0% 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 →
1.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alstom PK a high-risk investment?

Alstom PK (ALSMY.US) has an annualized volatility of 60.3% and experienced a maximum drawdown of 78.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ALSMY.US?

Over the past 10 years, ALSMY.US has generated a Compound Annual Growth Rate (CAGR) of 3.3%. 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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