Sogeclair SA

10-Year Study

ALSOG.PA · Industrials · FR · Common Stock

Executive Summary: Sogeclair SA has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 82.5% and an annualized volatility of 48.6%.

1Y CAGR
+78.6%
3Y CAGR
+35.2%
5Y CAGR
+17.3%
10Y CAGR
+11.0%

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 →
82.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
45.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +91.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -52.2%
% 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.
202612.46.92.629.6————————59.7%
20257.76.418.5-3.09.621.5-9.9-5.70.01.2-2.44.554.0%
2024-1.612.57.90.98.2-16.120.2-2.2-14.3-12.35.9-3.3-1.1%
20232.5-3.7-2.00.00.80.5-1.32.7-17.213.50.63.1-3.3%
20224.2-6.4-2.1-1.7-3.9-2.96.96.5-30.44.48.49.9-13.8%
2021-14.6-3.312.3-0.318.60.5-0.9-0.91.42.31.83.918.5%
20206.1-18.3-34.614.5-8.0-11.7-9.9-12.1-15.0-17.064.257.0-24.0%
2019-1.810.44.9-6.67.38.810.3-1.3-15.25.67.92.433.6%
20182.40.42.6-1.4-6.0-4.6-14.31.6-19.1-28.1-18.223.3-52.2%
201719.80.520.97.912.4-1.810.6-6.214.6-11.43.71.291.4%
2016———1.111.2-7.08.35.20.35.113.3-0.142.3%

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 48.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.9% of variance. Idiosyncratic stock-specific factors contribute 26.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110110.247730420066
2016-05-0111246.191721803356
2016-06-0110458.916756424065
2016-07-0111330.512386521003
2016-08-0111920.910909370672
2016-09-0111960.30158485921
2016-10-0112567.62578858286
2016-11-0114243.268195106943
2016-12-0114226.419449146022
2017-01-0117037.92891214033
2017-02-0117122.326511771043
2017-03-0120692.95276196338
2017-04-0122318.04893060471
2017-05-0125078.088936759505
2017-06-0124633.25126942607
2017-07-0127234.036005539318
2017-08-0125551.469456839513
2017-09-0129287.27496537929
2017-10-0125950.684720726265
2017-11-0126920.295430066162
2017-12-0127234.036005539318
2018-01-0127889.906139406063
2018-02-0128004.000615479305
2018-03-0128745.422372672725
2018-04-0128346.20710878597
2018-05-0126648.25357747346
2018-06-0125434.297584243734
2018-07-0121792.583474380677
2018-08-0122139.406062471153
2018-09-0117919.603015848592
2018-10-0112890.598553623633
2018-11-0110549.469149099861
2018-12-0113006.154793045083
2019-01-0112774.965379289122
2019-02-0114104.477611940298
2019-03-0114798.12278812125
2019-04-0113815.433143560549
2019-05-0114827.665794737652
2019-06-0116132.481920295431
2019-07-0117793.12201877212
2019-08-0117555.9316817972
2019-09-0114886.905677796587
2019-10-0115717.264194491463
2019-11-0116962.840436990307
2019-12-0117377.981227881213
2020-01-0118445.607016464073
2020-02-0115064.856131712571
2020-03-019845.514694568395
2020-04-0111268.964456070165
2020-05-0110368.979843052779
2020-06-019154.562240344669
2020-07-018251.577165717805
2020-08-017255.193106631791
2020-09-016165.3331281735655
2020-10-015119.095245422373
2020-11-018407.293429758425
2020-12-0113202.492691183259
2021-01-0111271.964917679645
2021-02-0110898.292044929989
2021-03-0112237.267271887984
2021-04-0112206.108632097248
2021-05-0114473.30358516695
2021-06-0114538.544391444839
2021-07-0114408.139713802124
2021-08-0114277.735036159409
2021-09-0114473.30358516695
2021-10-0114799.353746730267
2021-11-0115060.08616710263
2021-12-0115646.868749038316
2022-01-0116298.815202338821
2022-02-0115255.654716110172
2022-03-0114929.68148945992
2022-04-0114668.949069087554
2022-05-0114093.552854285273
2022-06-0113687.028773657488
2022-07-0114635.636251731035
2022-08-0115584.243729804586
2022-09-0110841.206339436838
2022-10-0111315.510078473611
2022-11-0112264.11755654716
2022-12-0113483.766733343591
2023-01-0113822.511155562395
2023-02-0113314.356054777658
2023-03-0113043.31435605478
2023-04-0113043.31435605478
2023-05-0113141.637174949992
2023-06-0113212.725034620711
2023-07-0113035.082320356978
2023-08-0113390.29081397138
2023-09-0111081.627942760426
2023-10-0112573.395907062626
2023-11-0112644.406831820279
2023-12-0113035.082320356978
2024-01-0112822.049546084014
2024-02-0114420.295430066166
2024-03-0115556.931835667026
2024-04-0115698.953685182338
2024-05-0116990.152331127865
2024-06-0114256.962609632252
2024-07-0117137.94429912294
2024-08-0116768.57978150485
2024-09-0114367.748884443761
2024-10-0112594.860747807355
2024-11-0113333.589783043544
2024-12-0112890.367748884444
2025-01-0113887.598092014157
2025-02-0114774.04216033236
2025-03-0117507.231881827975
2025-04-0116990.152331127865
2025-05-0118618.248961378675
2025-06-0122618.86444068318
2025-07-0120387.751961840284
2025-08-0119233.72826588706
2025-09-0119233.72826588706
2025-10-0119464.53300507771
2025-11-0119002.923526696417
2025-12-0119849.207570395447
2026-01-0122311.12478842899
2026-02-0123849.823049699953
2026-03-0124465.30235420834
2026-04-0131697.184182181878
Annual Return Matrix
YearAnnual Return
20170.9143282048508776
2018-0.5224301388747641
20190.3361351994037409
2020-0.2402746603269893
20210.18514504154866396
2022-0.138245041253233
2023-0.033275895516426734
2024-0.011101930000590343
20250.5398480444526677
20260.5968992248062017
Total Factor Risk
0.4860623460482758
VTI.US Exposure
-0.021230647974174226
VEA.US Exposure
0.05298497053260238
VWO.US Exposure
-0.00388346779305417
QQQ.US Exposure
0.028368370204655907
VTV.US Exposure
0.07116378991029883
IJR.US Exposure
-0.006001000332850053
QUAL.US Exposure
-0.015044149411535613
SHV.US Exposure
0.43877099840201217
TLT.US Exposure
-0.0004977324549816085
LQD.US Exposure
0.08248656333968211
HYG.US Exposure
0.0462103183609563
GLD.US Exposure
0.010234808736637596
USO.US Exposure
0.01752491750223065
VNQ.US Exposure
0.03471110788345351
BTC-USD.CC Exposure
0.0009881720680662337
CPER.US Exposure
0.0011481986863733165
VIX.INDX Exposure
-0.001697683027933504
UUP.US Exposure
-0.00016993897937068707
TIP.US Exposure
0.002029601075158872
Idiosyncratic Exposure
0.26190280327177196
Value Score
43
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
48.6%

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 →17.6x
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$100.5M
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 →
+23.7%
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 →
+46.4%
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 →
1.9% 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 →
0.85
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sogeclair SA a high-risk investment?

Sogeclair SA (ALSOG.PA) has an annualized volatility of 48.6% and experienced a maximum drawdown of 82.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALSOG.PA has generated a Compound Annual Growth Rate (CAGR) of 11.0%. 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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