Altarea SCA

10-Year Study

ALTA.PA · Real Estate · FR · Common Stock

Executive Summary: Altarea SCA has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 61.5% and an annualized volatility of 30.0%.

1Y CAGR
+19.1%
3Y CAGR
+6.1%
5Y CAGR
-4.3%
10Y CAGR
+0.6%

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 →
61.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -30.4%
% 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.
20266.010.7-12.65.5————————8.2%
20254.63.8-4.21.41.10.27.1-6.53.4-5.66.64.015.7%
20241.2-16.716.13.431.9-18.120.8-0.38.0-6.1-4.60.027.6%
2023-0.81.8-11.04.8-0.7-5.4-16.36.7-4.2-22.72.116.6-30.4%
2022-5.7-2.50.3-5.6-2.5-6.810.9-9.8-2.35.60.4-6.8-23.7%
2021-4.23.29.38.310.6-4.59.55.3-6.0-1.1-10.03.223.0%
20202.2-16.1-34.9-1.218.8-0.9-8.46.7-6.6-5.223.35.8-26.8%
20199.00.61.12.5-2.25.80.81.31.24.2-0.63.430.1%
2018-1.2-2.22.22.7-2.30.0-7.76.30.0-2.7-6.1-9.1-19.3%
2017-5.51.12.52.18.65.3-4.50.92.2-1.9-0.27.919.0%
2016———5.1-6.64.11.32.70.0-3.30.06.49.3%

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 30.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 43.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110505.611047278007
2016-05-019814.521756906312
2016-06-0110213.004800406025
2016-07-0110345.835418678584
2016-08-0110623.295009974412
2016-09-0110623.295009974412
2016-10-0110272.040630749387
2016-11-0110272.040630749387
2016-12-0110933.23311927705
2017-01-0110336.980044127082
2017-02-0110449.148121779463
2017-03-0110708.896963972284
2017-04-0110930.281327759882
2017-05-0111874.960349069172
2017-06-0112503.251376327866
2017-07-0111940.604667883803
2017-08-0112053.134009572617
2017-09-0112318.830491389583
2017-10-0112081.268547824311
2017-11-0112059.390045325423
2017-12-0113009.637819586502
2018-01-0112847.095437147107
2018-02-0112565.767677266096
2018-03-0112847.095437147107
2018-04-0113190.930686648386
2018-05-0112886.226500214996
2018-06-0112886.226500214996
2018-07-0111892.063117232825
2018-08-0112639.27169170256
2018-09-0112639.27169170256
2018-10-0112297.330875563044
2018-11-0111550.113489775347
2018-12-0110498.949690898966
2019-01-0111448.800955851772
2019-02-0111512.119086724517
2019-03-0111638.764159787965
2019-04-0111930.057520283655
2019-05-0111673.234035654117
2019-06-0112347.98714252483
2019-07-0112442.453282392167
2019-08-0112604.387683892206
2019-09-0112752.84076891085
2019-10-0113292.639729880239
2019-11-0113211.672529130215
2019-12-0113663.754819790927
2020-01-0113967.39283675095
2020-02-0111713.713230370146
2020-03-017624.715394429837
2020-04-017530.249254562501
2020-05-018947.232541254592
2020-06-018866.25652918661
2020-07-018121.2772181611845
2020-08-018665.481838111418
2020-09-018093.362962858533
2020-10-017674.746057816344
2020-11-019460.870699195702
2020-12-0110005.075319145937
2021-01-019586.449602785788
2021-02-019893.444731889218
2021-03-0110814.412496563586
2021-04-0111707.474817253265
2021-05-0112949.38602736443
2021-06-0112363.31883577818
2021-07-0113535.655879263799
2021-08-0114251.822180554478
2021-09-0113392.419094478477
2021-10-0113249.182309693155
2021-11-0111925.140804861028
2021-12-0112306.979268731102
2022-01-0111602.04739784158
2022-02-0111308.322113588465
2022-03-0111337.690236354794
2022-04-0110706.191889358042
2022-05-0110433.622579530957
2022-06-019719.200919196692
2022-07-0110775.959904978748
2022-08-019719.200919196692
2022-09-019495.939744683252
2022-10-0110031.755989933952
2022-11-0110076.411749363822
2022-12-019391.754721104164
2023-01-019317.334329599684
2023-02-019481.057428645947
2023-03-018439.180758901193
2023-04-018841.0473484982
2023-05-018781.509273031023
2023-06-018304.261858271713
2023-07-016947.4598732580025
2023-08-017413.349499164688
2023-09-017102.759352332885
2023-10-015492.579108012661
2023-11-015607.011694381199
2023-12-016538.790946194568
2024-01-016620.5247316072555
2024-02-015517.101005900059
2024-03-016408.013365007085
2024-04-016628.692823357747
2024-05-018745.629586291
2024-06-017160.226768079063
2024-07-018649.418805467247
2024-08-018623.443040116168
2024-09-019316.091933767086
2024-10-018744.660341315212
2024-11-018346.38876944658
2024-12-018346.38876944658
2025-01-018727.346101520481
2025-02-019056.351902892227
2025-03-018675.394570818326
2025-04-018800.065908658353
2025-05-018900.506122103721
2025-06-018917.053777235786
2025-07-019551.468670477856
2025-08-018934.676413159175
2025-09-019234.26122385682
2025-10-018714.393464116789
2025-11-019287.129131626993
2025-12-019657.204486018201
2026-01-0110238.751471490099
2026-02-0111331.354898740334
2026-03-019903.921388945673
2026-04-0110450.22310257079
Annual Return Matrix
YearAnnual Return
20170.18991680481489204
2018-0.1929867813005216
20190.3014401651657952
2020-0.26776530674757615
20210.23007362525099517
2022-0.23687571775096583
2023-0.30377324149008234
20240.27644221051354956
20250.15705184035640563
20260.08211678832116798
Total Factor Risk
0.30034410695474767
VTI.US Exposure
-0.05773612218325292
VEA.US Exposure
0.3267561457420263
VWO.US Exposure
-0.04015214080644224
QQQ.US Exposure
0.07003046388969479
VTV.US Exposure
0.0548785021856091
IJR.US Exposure
0.030244649822804455
QUAL.US Exposure
-0.07329809613876001
SHV.US Exposure
0.051444020037533886
TLT.US Exposure
0.07088430865210277
LQD.US Exposure
-0.03248271575228162
HYG.US Exposure
0.13278494745738098
GLD.US Exposure
-0.002156912809739364
USO.US Exposure
0.00881997785969553
VNQ.US Exposure
0.043902370347712244
BTC-USD.CC Exposure
-0.0024317552634108832
CPER.US Exposure
-0.011607489764402
VIX.INDX Exposure
0.00960280437073314
UUP.US Exposure
-0.011950833927189253
TIP.US Exposure
-0.0024006072064365136
Idiosyncratic Exposure
0.4348684834866217
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
83.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.0%

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 →313.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.96%
Market Cap$2.7B
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 →
+0.4%
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 →
+9.7%
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 →
7.8% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Altarea SCA a high-risk investment?

Altarea SCA (ALTA.PA) has an annualized volatility of 30.0% and experienced a maximum drawdown of 61.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ALTA.PA has generated a Compound Annual Growth Rate (CAGR) of 0.6%. 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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