Sirius Media

10-Year Study

ALSRS.PA · Communication Services · FR · Common Stock

Executive Summary: Sirius Media has compounded at -5.8% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 893.3%.

1Y CAGR
+27932.1%
3Y CAGR
-33.7%
5Y CAGR
-7.6%
10Y CAGR
-5.8%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
18577226.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7255303892.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20214.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +112400.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -98.3%
% 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.
2026125.011.110.0-36.464185.7———————112400.0%
2025-10.837.1-29.6-51.8-44.4-13.3-23.115.0-26.1-17.6-35.7-55.6-96.9%
2024-8.4-11.45.5-14.1-34.2-44.7-55.0-45.7-40.6-26.3-33.8-10.3-98.3%
2023-18.029.5145.04.1-29.121.1-3.49.7-33.5-35.229.4-13.219.4%
2022-21.918.013.2-9.18.2-11.16.00.4-7.9-6.137.334.755.2%
20212.711.7-1.73.6-12.68.2-1.2-2.8-6.0-11.7-7.2-15.8-31.3%
2020-2.8-7.1-30.85.25.6-0.71.064.8-3.2-0.443.9-12.838.9%
20191.85.0-3.318.0-12.32.418.60.019.6-1.6-24.5-4.69.9%
2018-5.6-12.98.03.3-39.15.9-4.03.0-12.4-29.29.1-34.7-74.1%
201736.89.4-5.112.011.8-16.80.0-5.812.9-6.0-7.5-5.029.9%
2016————-14.2-16.59.920.2-1.9-2.9-1.015.83.5%

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 893.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.2% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-018584.070796460177
2016-06-017168.141592920355
2016-07-017876.106194690266
2016-08-019469.026548672568
2016-09-019292.03539823009
2016-10-019026.548672566372
2016-11-018938.053097345133
2016-12-0110353.982300884956
2017-01-0114159.292035398232
2017-02-0115486.725663716816
2017-03-0114690.265486725664
2017-04-0116460.176991150445
2017-05-0118407.0796460177
2017-06-0115309.734513274338
2017-07-0115309.734513274338
2017-08-0114424.778761061947
2017-09-0116283.185840707967
2017-10-0115309.734513274338
2017-11-0114159.292035398232
2017-12-0113451.32743362832
2018-01-0112699.115044247788
2018-02-0111061.946902654869
2018-03-0111946.902654867257
2018-04-0112345.132743362832
2018-05-017522.12389380531
2018-06-017964.6017699115055
2018-07-017646.017699115046
2018-08-017876.106194690266
2018-09-016902.654867256638
2018-10-014884.9557522123905
2018-11-015327.433628318584
2018-12-013477.8761061946907
2019-01-013539.823008849558
2019-02-013716.8141592920356
2019-03-013592.920353982301
2019-04-014238.938053097345
2019-05-013716.8141592920356
2019-06-013805.3097345132746
2019-07-014513.274336283186
2019-08-014513.274336283186
2019-09-015398.230088495576
2019-10-015309.734513274337
2019-11-014008.8495575221245
2019-12-013823.008849557523
2020-01-013716.8141592920356
2020-02-013451.327433628319
2020-03-012389.3805309734516
2020-04-012513.274336283186
2020-05-012654.8672566371683
2020-06-012637.1681415929206
2020-07-012663.716814159292
2020-08-014389.380530973452
2020-09-014247.78761061947
2020-10-014230.088495575222
2020-11-016088.495575221239
2020-12-015309.734513274337
2021-01-015451.327433628319
2021-02-016088.495575221239
2021-03-015982.300884955754
2021-04-016194.690265486725
2021-05-015415.929203539823
2021-06-015858.407079646018
2021-07-015787.6106194690265
2021-08-015628.318584070797
2021-09-015292.0353982300885
2021-10-014672.566371681416
2021-11-014336.283185840708
2021-12-013650.4424778761063
2022-01-012849.5575221238937
2022-02-013362.83185840708
2022-03-013805.3097345132746
2022-04-013460.176991150443
2022-05-013743.3628318584074
2022-06-013327.4336283185844
2022-07-013526.548672566372
2022-08-013539.823008849558
2022-09-013261.061946902655
2022-10-013061.9469026548672
2022-11-014203.53982300885
2022-12-015663.716814159293
2023-01-014646.017699115045
2023-02-016017.699115044248
2023-03-0114743.362831858409
2023-04-0115353.982300884958
2023-05-0110884.95575221239
2023-06-0113185.840707964602
2023-07-0112743.362831858407
2023-08-0113982.300884955754
2023-09-019292.03539823009
2023-10-016017.699115044248
2023-11-017787.610619469027
2023-12-016761.061946902656
2024-01-016194.690265486725
2024-02-015486.725663716815
2024-03-015787.6106194690265
2024-04-014973.45132743363
2024-05-013274.336283185841
2024-06-011809.7345132743365
2024-07-01814.1592920353984
2024-08-01442.47787610619474
2024-09-01262.83185840707966
2024-10-01193.8053097345133
2024-11-01128.31858407079648
2024-12-01115.04424778761062
2025-01-01102.65486725663717
2025-02-01140.70796460176993
2025-03-0199.11504424778762
2025-04-0147.787610619469035
2025-05-0126.548672566371685
2025-06-0123.008849557522126
2025-07-0117.69911504424779
2025-08-0120.353982300884958
2025-09-0115.04424778761062
2025-10-0112.389380530973453
2025-11-017.964601769911505
2025-12-013.539823008849558
2026-01-017.964601769911505
2026-02-018.849557522123895
2026-03-019.734513274336285
2026-04-016.194690265486726
2026-05-013982.3008849557527
Annual Return Matrix
YearAnnual Return
20170.2991452991452992
2018-0.7414473684210526
20190.09923664122137388
20200.38888888888888884
2021-0.3125
20220.5515151515151517
20230.1937500000000001
2024-0.9829842931937173
2025-0.9692307692307692
20261124
Total Factor Risk
8.933454103876716
VTI.US Exposure
0.03444333087636832
VEA.US Exposure
0.006647080396901593
VWO.US Exposure
-0.0008935574999189732
QQQ.US Exposure
0.07230215148023228
VTV.US Exposure
0.05402509796004002
IJR.US Exposure
0.000899464592030647
QUAL.US Exposure
0.010516937829122105
SHV.US Exposure
0.6617611480264564
TLT.US Exposure
0.00564173785360106
LQD.US Exposure
0.05946753181775663
HYG.US Exposure
0.0290433863672492
GLD.US Exposure
0.0018497749663546519
USO.US Exposure
-0.00012217279117215433
VNQ.US Exposure
-0.000006431514370291265
BTC-USD.CC Exposure
-0.00019412717211340268
CPER.US Exposure
0.002013996321072379
VIX.INDX Exposure
-0.0009496570315723652
UUP.US Exposure
0.003910795535064767
TIP.US Exposure
0.00020170793364036847
Idiosyncratic Exposure
0.05944180405325686
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
893.3%

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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$2.4M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+928.1%
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 →
+3691.4%
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 →
25.0% 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 →
1.56
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
80
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+21.3%
50.0% retracement+49.9%
61.8% retracement+96.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Sirius Media a high-risk investment?

Sirius Media (ALSRS.PA) has an annualized volatility of 893.3% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALSRS.PA has generated a Compound Annual Growth Rate (CAGR) of -5.8%. 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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