Valbiotis SAS

10-Year Study

ALVAL.PA · Consumer Defensive · FR · Common Stock

Executive Summary: Valbiotis SAS has compounded at -22.1% annually over the last 10 years, with a maximum drawdown of 93.2% and an annualized volatility of 141.8%.

1Y CAGR
-6.9%
3Y CAGR
-40.3%
5Y CAGR
-32.1%
10Y CAGR
-22.1%

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 →
93.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
56.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +170.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -69.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202651.3-2.31.93.8————————56.5%
2025-6.7-9.3-18.2-4.915.9-32.67.72.1-7.8-15.56.6-2.8-54.3%
2024-19.20.5-10.613.2-5.4-71.932.89.9-19.1-0.99.58.6-69.6%
202321.7-1.1-7.9-24.863.3-12.0-2.67.925.48.1-19.10.638.9%
2022-4.5-16.428.0-2.6-5.9-4.00.0-1.6-14.2-9.6-21.1-3.0-47.4%
202111.211.34.5-4.7-2.3-5.1-6.96.24.4-2.0-11.610.513.0%
202031.312.2-9.125.0-4.08.312.8-0.91.625.17.22.0170.5%
201923.93.7-1.7-2.3-5.0-5.00.6-14.6-9.7-16.0-2.1-1.8-30.2%
201823.41.3-7.08.3-1.5-6.8-13.52.8-14.9-32.1-12.1-2.4-49.1%
2017——————-3.8-12.0-14.63.3-6.9-8.3-36.3%

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 141.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.0% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-019621.542351453856
2017-08-018466.144121365362
2017-09-017231.049304677624
2017-10-017470.139064475348
2017-11-016952.212389380531
2017-12-016374.513274336285
2018-01-017868.520859671303
2018-02-017968.141592920355
2018-03-017410.366624525917
2018-04-018027.914032869785
2018-05-017908.369152970923
2018-06-017370.518331226297
2018-07-016374.513274336285
2018-08-016553.830594184577
2018-09-015577.648546144122
2018-10-013784.8798988622
2018-11-013326.7256637168143
2018-12-013247.0290771175733
2019-01-014023.868520859672
2019-02-014173.350189633376
2019-03-014103.565107458913
2019-04-014009.3905404304287
2019-05-013808.9214474452583
2019-06-013618.474736075034
2019-07-013638.5223928806004
2019-08-013107.277813512366
2019-09-012806.5740534689576
2019-10-012356.510668729259
2019-11-012305.941816829098
2019-12-012265.486735308969
2020-01-012973.451385305142
2020-02-013337.5473601176077
2020-03-013034.134007585335
2020-04-013792.667509481669
2020-05-013640.96071264988
2020-06-013944.3743063134584
2020-07-014450.0633075776805
2020-08-014409.608226057552
2020-09-014480.404377586471
2020-10-015603.034095426577
2020-11-016007.585392890478
2020-12-016128.950637450864
2021-01-016816.687505555666
2021-02-017585.335018963338
2021-03-017929.203694147046
2021-04-017554.993466691935
2021-05-017383.059611362694
2021-06-017008.849383907584
2021-07-016523.387923403426
2021-08-016927.939220867326
2021-09-017231.352814530905
2021-10-017089.760029210454
2021-11-016270.543422771314
2021-12-016927.939220867326
2022-01-016614.412097955022
2022-02-015532.237461635045
2022-03-017079.646017699116
2022-04-016897.598150858536
2022-05-016493.046853394635
2022-06-016230.088341251186
2022-07-016230.088341251186
2022-08-016128.950637450864
2022-09-015259.16542024287
2022-10-014753.4764189786465
2022-11-013752.2124279615405
2022-12-013640.96071264988
2023-01-014429.835766817617
2023-02-014379.266673786149
2023-03-014035.3982397337477
2023-04-013034.134007585335
2023-05-014955.752308841904
2023-06-014359.0391330260845
2023-07-014247.787417714424
2023-08-014581.542563649406
2023-09-015744.626880747028
2023-10-016209.860800491121
2023-11-015026.548460370822
2023-12-015056.890012642226
2024-01-014085.967091633909
2024-02-014106.194632393974
2024-03-013671.302264921283
2024-04-014156.7637254254405
2024-05-013934.260535933426
2024-06-011104.4247864772638
2024-07-011466.4981518925065
2024-08-011612.1365177043622
2024-09-011304.6775846806852
2024-10-011292.5410843377772
2024-11-011415.9291794266926
2024-12-011537.2945445527318
2025-01-011434.1339902238813
2025-02-011300.6321247549336
2025-03-011063.969704957135
2025-04-011012.187118626726
2025-05-011173.1984491746134
2025-06-01790.8976032821329
2025-07-01851.5802858451525
2025-08-01869.785096642341
2025-09-01802.0227386436029
2025-10-01677.6232785732495
2025-11-01722.1238938053096
2025-12-01701.8963337547408
2026-01-011061.9469026548675
2026-02-011037.6738305941847
2026-03-011057.9013906447535
2026-04-011098.3565107458915
Annual Return Matrix
YearAnnual Return
2018-0.4906232150790125
2019-0.3022893600570805
20201.705357105794306
20210.13036303123967974
2022-0.47445256134997404
20230.3888889256818804
2024-0.6960000038146973
2025-0.5434210469022682
20260.564841498559078
Total Factor Risk
1.4183363163922358
VTI.US Exposure
0.17386635593440392
VEA.US Exposure
-0.006466028476891863
VWO.US Exposure
0.009749965896762
QQQ.US Exposure
0.05685961528401157
VTV.US Exposure
0.044517050999427606
IJR.US Exposure
0.02027842413421417
QUAL.US Exposure
0.0009806539688577154
SHV.US Exposure
0.4995272869591646
TLT.US Exposure
0.0189082019948826
LQD.US Exposure
0.008479090648642947
HYG.US Exposure
0.04484217921153049
GLD.US Exposure
0.000279309426122169
USO.US Exposure
0.00013989137900935616
VNQ.US Exposure
0.00019101240953313517
BTC-USD.CC Exposure
0.001715625026567323
CPER.US Exposure
0.0010732670594328336
VIX.INDX Exposure
0.001182221427949594
UUP.US Exposure
-0.00005671481788872099
TIP.US Exposure
0.009676833566372268
Idiosyncratic Exposure
0.11425575796789639
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
141.8%

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 →0.00%
Market Cap$25.3M
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 →
+4.5%
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 →
+28.8%
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 →
11.3% 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 →
-0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Valbiotis SAS a high-risk investment?

Valbiotis SAS (ALVAL.PA) has an annualized volatility of 141.8% and experienced a maximum drawdown of 93.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALVAL.PA has generated a Compound Annual Growth Rate (CAGR) of -22.1%. It has had a positive return in 44% 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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