STIF Société anonyme

10-Year Study

ALSTI.PA · Industrials · FR · Common Stock

Executive Summary: STIF Société anonyme has compounded at 401.8% annually over the last 10 years, with a maximum drawdown of 92.9% and an annualized volatility of 1576.6%.

1Y CAGR
-7.7%
3Y CAGR
+8750.5%
5Y CAGR
+931.5%
10Y CAGR
+401.8%

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 →
92.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
4.160021461933016e+30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.019259741395654e+35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2637623.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +6978500.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -66.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.3-5.1-32.516.2————————-10.4%
202512.5-3.717.151.03.525.519.47.5-13.4-10.2-12.7-5.1105.7%
2024-2.726.7-5.530.327.2-11.639.46.048.3-13.60.415.3274.0%
20230.00.00.00.00.00.00.00.00.00.00.06978500.26978500.2%
20220.00.00.00.00.00.00.00.00.00.00.00.00.0%
202166.7180.0-35.7-22.2-28.6-10.0-55.6-50.00.00.00.00.0-66.7%
20200.00.00.00.00.0100.0-33.325.0-40.0-33.350.00.0-0.0%
2019————33.3-25.033.3-12.5-42.912.5-33.30.0-50.0%

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 1576.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.9% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0113333.332363205696
2019-06-0110000
2019-07-0113333.332363205696
2019-08-0111666.665696539032
2019-09-016666.666181602848
2019-10-017499.999514936182
2019-11-015000
2019-12-015000
2020-01-015000
2020-02-015000
2020-03-015000
2020-04-015000
2020-05-015000
2020-06-0110000
2020-07-016666.666181602848
2020-08-018333.333333333334
2020-09-015000
2020-10-013333.333090801424
2020-11-015000
2020-12-015000
2021-01-018333.333333333334
2021-02-0123333.331393078064
2021-03-0114999.999029872364
2021-04-0111666.665696539032
2021-05-018333.333333333334
2021-06-017499.999514936182
2021-07-013333.333090801424
2021-08-011666.666545400712
2021-09-011666.666545400712
2021-10-011666.666545400712
2021-11-011666.666545400712
2021-12-011666.666545400712
2022-01-011666.666545400712
2022-02-011666.666545400712
2022-03-011666.666545400712
2022-04-011666.666545400712
2022-05-011666.666545400712
2022-06-011666.666545400712
2022-07-011666.666545400712
2022-08-011666.666545400712
2022-09-011666.666545400712
2022-10-011666.666545400712
2022-11-011666.666545400712
2022-12-011666.666545400712
2023-01-011666.666545400712
2023-02-011666.666545400712
2023-03-011666.666545400712
2023-04-011666.666545400712
2023-05-011666.666545400712
2023-06-011666.666545400712
2023-07-011666.666545400712
2023-08-011666.666545400712
2023-09-011666.666545400712
2023-10-011666.666545400712
2023-11-011666.666545400712
2023-12-01116309994.4755717
2024-01-01113146661.29248865
2024-02-01143366659.85711572
2024-03-01135451660.23305804
2024-04-01176523324.9489253
2024-05-01224539989.3349228
2024-06-01198563323.90208155
2024-07-01276834986.8510437
2024-08-01293313319.40169823
2024-09-01435026646.0040097
2024-10-01375704982.15497094
2024-11-01377353315.41001266
2024-12-01435026646.0040097
2025-01-01489404976.75451094
2025-02-01471278310.94881475
2025-03-01552023307.1136332
2025-04-01833801627.0632145
2025-05-01863333292.3272022
2025-06-011083333281.8777635
2025-07-011293333271.903299
2025-08-011389999933.978546
2025-09-011203333276.1780696
2025-10-011079999948.702755
2025-11-01943333288.5274065
2025-12-01894999957.4897832
2026-01-011076666615.5277464
2026-02-011021666618.1401062
2026-03-01689999967.2267601
2026-04-01801999961.9070458
Annual Return Matrix
YearAnnual Return
20200
2021-0.6666666909198575
20220
202369785.00176294269
20242.740234430974694
20251.05734514359273
2026-0.10391061452513972
Total Factor Risk
15.765784612158072
VTI.US Exposure
0.1961103481620204
VEA.US Exposure
0.007339590641299851
VWO.US Exposure
0.002180311736511953
QQQ.US Exposure
0.04674392465543601
VTV.US Exposure
0.03261114303939822
IJR.US Exposure
0.03679364466079487
QUAL.US Exposure
-0.00002382306316262881
SHV.US Exposure
0.41909193102447634
TLT.US Exposure
0.010792874041201984
LQD.US Exposure
0.0038519020454793923
HYG.US Exposure
0.004970447166023589
GLD.US Exposure
0.012143174943923113
USO.US Exposure
0.0008285638367636262
VNQ.US Exposure
0.008782718638995872
BTC-USD.CC Exposure
0.0036578367210872063
CPER.US Exposure
0.003699767592924406
VIX.INDX Exposure
0.007550732588037109
UUP.US Exposure
0.004176311222364425
TIP.US Exposure
0.0004456421158387592
Idiosyncratic Exposure
0.1982529582305854
Value Score
43
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
1576.6%

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 →17.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.56%
Market Cap$222.4M
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 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 →
-14.6%
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 →
-25.1%
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 →
45.8% 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 →
2.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is STIF Société anonyme a high-risk investment?

STIF Société anonyme (ALSTI.PA) has an annualized volatility of 1576.6% and experienced a maximum drawdown of 92.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALSTI.PA has generated a Compound Annual Growth Rate (CAGR) of 401.8%. It has had a positive return in 43% 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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