ALTAO.PA

10-Year Study

ALTAO.PA · Unknown · Unknown · Common Stock

Executive Summary: ALTAO.PA has compounded at -21.2% annually over the last 10 years, with a maximum drawdown of 98.2% and an annualized volatility of 69.6%.

1Y CAGR
+140.8%
3Y CAGR
-26.8%
5Y CAGR
-39.8%
10Y CAGR
-21.2%

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 →
98.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
135.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +186.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -64.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.90.0-3.2243.3————————186.1%
20254.0-7.83.21.0-7.1-6.5-4.7-4.90.0-5.1-5.42.9-27.3%
2024-25.2-18.7-7.4-4.8-23.5-6.635.37.811.35.8-27.4-6.6-55.4%
202312.96.4-14.12.8-21.87.23.3-5.1-0.9-33.7-63.873.4-64.1%
2022-0.9-11.119.8-12.918.8-3.2-4.7-6.5-7.1-5.7-18.8-29.4-52.7%
2021-12.374.2-7.4-12.2-9.4-19.8-7.3-1.33.4-17.8-3.8-13.2-41.3%
2020-12.4-11.9-10.6192.2-11.6-7.519.6-3.01.5-6.123.5-1.5121.6%
2019————-0.23.7-13.7-8.763.4-20.23.4-16.3-8.1%

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 69.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.0% of variance. Idiosyncratic stock-specific factors contribute 33.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019981.684671781459
2019-06-0110347.98509556393
2019-07-018928.571038692802
2019-08-018150.183235156697
2019-09-0113315.01845997319
2019-10-0110622.710242828885
2019-11-0110989.010666611357
2019-12-019194.139204136081
2020-01-018058.60795863918
2020-02-017097.069602068042
2020-03-016346.154108572152
2020-04-0118543.955968979386
2020-05-0116391.94174683091
2020-06-0115164.83522481649
2020-07-0118131.867906938154
2020-08-0117582.417612408244
2020-09-0117838.828113742256
2020-10-0116758.241488325788
2020-11-0120695.97019112786
2020-12-0120375.457405604146
2021-01-0117875.457405604146
2021-02-0131135.531245496903
2021-03-0128846.153426284556
2021-04-0125320.511420948525
2021-05-0122939.559689793852
2021-06-0118406.593736490708
2021-07-0117069.59660974023
2021-08-0116849.816764843305
2021-09-0117417.582387591756
2021-10-0114322.34377251549
2021-11-0113772.89347798558
2021-12-0111959.707369579362
2022-01-0111849.816764843305
2022-02-0110531.135648598964
2022-03-0112619.046904270137
2022-04-0110989.010666611357
2022-05-0113058.60795863918
2022-06-0112637.36223248868
2022-07-0112042.124981987608
2022-08-0111263.736496163905
2022-09-0110467.032682121664
2022-10-019871.794749332996
2022-11-018012.820320380421
2022-12-015659.3405581221705
2023-01-016391.941064543315
2023-02-016804.029126584544
2023-03-015842.490770013405
2023-04-016007.325994829897
2023-05-014697.8022015510305
2023-06-015036.629974149488
2023-07-015201.46519896598
2023-08-014935.897374666498
2023-09-014890.10973640774
2023-10-013241.758170530416
2023-11-011172.16113436044
2023-12-012032.9669767345388
2024-01-011520.146485782218
2024-02-011236.2637596939421
2024-03-011144.6886537483242
2024-04-011089.7436072381436
2024-05-01833.3333617619832
2024-06-01778.3883152518023
2024-07-011053.1135478027065
2024-08-011135.5311602109525
2024-09-011263.7362403060579
2024-10-011336.9963591769317
2024-11-01970.6959353944605
2024-12-01906.5933953469079
2025-01-01943.2234547823448
2025-02-01869.9633359114707
2025-03-01897.4359018095358
2025-04-01906.5933953469079
2025-05-01842.490855299355
2025-06-01787.5458087891742
2025-07-01750.9157493537372
2025-08-01714.2856899183001
2025-09-01714.2856899183001
2025-10-01677.6556731258379
2025-11-01641.0256365470353
2025-12-01659.3406547340934
2026-01-01567.7655637988026
2026-02-01567.7655637988026
2026-03-01549.4505456117446
2026-04-011886.4468732669895
Annual Return Matrix
YearAnnual Return
20201.2161354046540898
2021-0.41303367421386494
2022-0.5267994121229727
2023-0.6407767025405696
2024-0.5540540472511133
2025-0.2727272687864698
20261.8611111111111112
Total Factor Risk
0.6960562548151153
VTI.US Exposure
-0.0039254837986794884
VEA.US Exposure
0.0039889023474507495
VWO.US Exposure
0.00034804256450229475
QQQ.US Exposure
-0.012374725704537326
VTV.US Exposure
0.00252754455317316
IJR.US Exposure
0.005385157530762347
QUAL.US Exposure
0.14396597766437347
SHV.US Exposure
0.39039445878246715
TLT.US Exposure
0.014249898309648493
LQD.US Exposure
-0.0036903742716598614
HYG.US Exposure
0.04929245566002086
GLD.US Exposure
0.00519247727735703
USO.US Exposure
0.0014227117005858674
VNQ.US Exposure
0.01613065278400707
BTC-USD.CC Exposure
-0.0005502816779542478
CPER.US Exposure
0.0006948532530606972
VIX.INDX Exposure
0.028803007590914607
UUP.US Exposure
0.02548514768448354
TIP.US Exposure
-0.0010940235950926667
Idiosyncratic Exposure
0.33375360134511617
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
69.6%

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 →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$0
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
1.30
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 →
+223.1%
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 →
+191.4%
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 →
0.0% 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 →
1.00
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
95
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+40.0%
50.0% retracement+59.7%
61.8% retracement+85.9%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is ALTAO.PA a high-risk investment?

ALTAO.PA (ALTAO.PA) has an annualized volatility of 69.6% and experienced a maximum drawdown of 98.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALTAO.PA has generated a Compound Annual Growth Rate (CAGR) of -21.2%. It has had a positive return in 29% 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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