Alta Equipment Group Inc

10-Year Study

ALTG.US · Industrials · US · Common Stock

Executive Summary: Alta Equipment Group Inc has compounded at -4.4% annually over the last 10 years, with a maximum drawdown of 74.9% and an annualized volatility of 90.8%.

1Y CAGR
+34.4%
3Y CAGR
-20.5%
5Y CAGR
-13.8%
10Y CAGR
-4.4%

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 →
74.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +48.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -42.5%
% 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.
202647.02.1-22.216.0————————35.4%
202511.6-24.4-14.4-9.412.933.122.87.5-13.2-15.5-20.3-5.7-28.4%
2024-8.77.912.8-14.2-23.5-4.730.6-35.20.0-3.622.7-17.3-42.5%
202328.511.3-15.7-10.8-3.427.3-6.8-11.5-15.2-23.84.429.7-4.7%
2022-6.9-7.5-2.0-9.0-4.3-16.725.35.2-6.511.1-1.19.6-9.1%
2021-3.911.822.5-1.214.1-9.3-5.35.33.55.11.20.248.2%
20202.3-14.0-51.522.528.116.0-2.29.9-6.2-2.718.99.1-1.3%
2019————1.0-0.50.20.60.9-0.40.60.73.2%

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 90.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.1% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110099.033081263315
2019-06-0110051.623627467048
2019-07-0110072.226254301968
2019-08-0110134.034134806732
2019-09-0110226.863015943623
2019-10-0110185.65776227378
2019-11-0110247.465642778543
2019-12-0110319.691897080515
2020-01-0110556.739166061854
2020-02-019082.480743567532
2020-03-014402.055580268302
2020-04-015391.801091002739
2020-05-016907.264767166904
2020-06-018010.3247254934095
2020-07-017835.085337016832
2020-08-018608.269145225107
2020-09-018072.2496663779175
2020-10-017855.687963851754
2020-11-019340.247699763537
2020-12-0110185.65776227378
2021-01-019783.55535785358
2021-02-0110938.238943647131
2021-03-0113402.12581649615
2021-04-0113247.489054854495
2021-05-0115113.43150797181
2021-06-0113701.098026361997
2021-07-0112979.420785241027
2021-08-0113670.194086109615
2021-09-0114154.7069978695
2021-10-0114876.38423899047
2021-11-0115061.924940884508
2021-12-0115092.828881136891
2022-01-0114051.576803315149
2022-02-0113000.023412075947
2022-03-0112742.373516259688
2022-04-0111597.991243883595
2022-05-0111103.177018706247
2022-06-019247.418818626647
2022-07-0111587.689930466135
2022-08-0112186.804953995272
2022-09-0111399.80802097722
2022-10-0112663.006578793344
2022-11-0112520.89527778428
2022-12-0113716.784117247678
2023-01-0117626.95198183223
2023-02-0119625.172664060123
2023-03-0116536.885725657292
2023-04-0114752.768477980942
2023-05-0114256.666588626415
2023-06-0118153.37250954042
2023-07-0116917.331959824878
2023-08-0114964.881886076837
2023-09-0112682.789782970056
2023-10-019664.622012033808
2023-11-0110085.337016833282
2023-12-0113077.049141947417
2024-01-0111938.636948938263
2024-02-0112876.17353030693
2024-03-0114524.968978999366
2024-04-0112461.194484114905
2024-05-019529.88551494861
2024-06-019078.266569896752
2024-07-0111855.992320839088
2024-08-017686.5357151218595
2024-09-017686.5357151218595
2024-10-017412.848547280687
2024-11-019092.899117364736
2024-12-017517.968768290683
2025-01-018391.707442698944
2025-02-016348.06733313043
2025-03-015432.889284292838
2025-04-014923.20839088802
2025-05-015560.368037833915
2025-06-017398.215999812704
2025-07-019083.88546812446
2025-08-019762.835670638915
2025-09-018475.171493456324
2025-10-017164.095240324959
2025-11-015712.546531500948
2025-12-015384.777468218106
2026-01-017913.281670685739
2026-02-018077.166202327161
2026-03-016286.142392245921
2026-04-017292.861658043219
Annual Return Matrix
YearAnnual Return
2020-0.012988191521943748
20210.48177262906265805
2022-0.09117209071448507
2023-0.04663884550722408
2024-0.42510204812374686
2025-0.2837456985815051
20260.3543478260869568
Total Factor Risk
0.9080393113685731
VTI.US Exposure
0.12020900119224202
VEA.US Exposure
-0.0063534718677266296
VWO.US Exposure
-0.006957750062986921
QQQ.US Exposure
-0.01494307777519692
VTV.US Exposure
0.0034164236162137615
IJR.US Exposure
0.1173878124176947
QUAL.US Exposure
-0.028284066128109065
SHV.US Exposure
0.6513326782911711
TLT.US Exposure
0.0005184780916669762
LQD.US Exposure
0.011221989822503388
HYG.US Exposure
-0.00206378270285395
GLD.US Exposure
0.0008984374171970917
USO.US Exposure
-0.0010005245605340918
VNQ.US Exposure
-0.006731694399468862
BTC-USD.CC Exposure
0.002636819532293842
CPER.US Exposure
0.014187510190673375
VIX.INDX Exposure
-0.022854226770516833
UUP.US Exposure
0.008270883181900288
TIP.US Exposure
0.009420882629180645
Idiosyncratic Exposure
0.14968767788465617
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
90.8%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.09%
Market Cap$169.1M
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 →
-1.8%
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 →
-4.2%
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 →
27.7% 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 →
1.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alta Equipment Group Inc a high-risk investment?

Alta Equipment Group Inc (ALTG.US) has an annualized volatility of 90.8% and experienced a maximum drawdown of 74.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALTG.US?

Over the past 10 years, ALTG.US has generated a Compound Annual Growth Rate (CAGR) of -4.4%. 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.

Run a Full Backtest on Alta Equipment Group Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest