Osmosun SA

10-Year Study

ALWTR.PA · Industrials · FR · Common Stock

Executive Summary: Osmosun SA has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 819.9%.

1Y CAGR
+11.7%
3Y CAGR
-94.7%
5Y CAGR
-41.2%
10Y CAGR
+3.5%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.1533945291313307e+28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.3503265613485555e+32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1542726.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +363988.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -99.9%
% 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.
2026-8.3-5.8177.8-3.8————————131.0%
202571.9-11.9-24.0-66.0147.1-30.26.45.8-20.2-3.8-10.8-10.9-53.5%
2024-4.718.7-7.7-8.1-6.7-23.1-22.1-24.916.7-45.7-13.8-20.7-82.5%
202312.955.0-38.5-26.9-21.111.4-99.9-16.3-7.111.2-6.3-8.9-99.9%
2022-35.5-37.07.74.5-8.5-0.96.6-8.8-24.36.3-18.0-44.1-85.2%
2021-5.8-5.70.010.0-13.62.623.10.0-90.60.04081677.8-10.8363988.9%
2020-18.829.5-41.411.8-68.2396.74.742.0-1.36.8-14.912.563.0%
2019————372.7-50.01.9-1.9-23.0184.921.1100.01154.5%

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 819.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.2% of variance. Idiosyncratic stock-specific factors contribute 27.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0147272.72451416525
2019-06-0123636.362257082626
2019-07-0124090.909435729343
2019-08-0123636.362257082626
2019-09-0118190.90803772952
2019-10-0151818.17896109974
2019-11-0162727.27223467237
2019-12-01125454.54446934474
2020-01-01101818.17787737896
2020-02-01131818.17896109974
2020-03-0177272.72559788605
2020-04-0186363.634491755
2020-05-0127454.544686088895
2020-06-01136363.6334080342
2020-07-01142727.2678997892
2020-08-01202727.26139746446
2020-09-01199999.99566511682
2020-10-01213636.35900592027
2020-11-01181818.17787737894
2020-12-01204545.4501120513
2021-01-01192727.27548583475
2021-02-01181818.17787737894
2021-03-01181818.17787737894
2021-04-01199999.99566511682
2021-05-01172727.26898351
2021-06-01177272.7234304445
2021-07-01218181.81345285475
2021-08-01218181.81345285475
2021-09-0120454.54501120513
2021-10-0120454.54501120513
2021-11-01834909072.8129241
2021-12-01744727256.5857441
2022-01-01479999989.59628046
2022-02-01302545447.98795855
2022-03-01325818174.7562631
2022-04-01340363628.9864534
2022-05-01311272720.52607274
2022-06-01308363629.6800347
2022-07-01328727265.6023011
2022-08-01299636357.1419205
2022-09-01226909085.9909689
2022-10-01241163631.1365554
2022-11-01197818177.5305883
2022-12-01110545452.1494464
2023-01-01124799997.2950329
2023-02-01193454541.2615312
2023-03-01118981815.60295677
2023-04-0186981816.29653808
2023-05-0168654543.96649829
2023-06-0176509089.25080106
2023-07-0191818.1832959829
2023-08-0176818.17841923934
2023-09-0171372.72419988623
2023-10-0179363.63048198808
2023-11-0174363.63752617322
2023-12-0167718.17927537876
2024-01-0164545.45227949289
2024-02-0176636.36474964044
2024-03-0170718.1785167742
2024-04-0164999.9994581396
2024-05-0160636.36301568718
2024-06-0146636.36366591966
2024-07-0136318.17999063449
2024-08-0127272.726681606844
2024-09-0131818.181128541317
2024-10-0117290.90826531089
2024-11-0114909.090455898579
2024-12-0111818.181128541313
2025-01-0120318.180424122802
2025-02-0117909.090781014816
2025-03-0113618.181757099375
2025-04-014636.363449175499
2025-05-0111454.545119577211
2025-06-017999.999783255842
2025-07-018509.090629293905
2025-08-018999.999891627922
2025-09-017181.818221226211
2025-10-016909.090672642737
2025-11-016163.6362300431465
2025-12-015490.908971896844
2026-01-015036.363527203397
2026-02-014745.45444259959
2026-03-0113181.817896109973
2026-04-0112681.81790694718
Annual Return Matrix
YearAnnual Return
20200.6304347600738587
20213639.8888888888887
2022-0.8515625
2023-0.9993874177728829
2024-0.8254799338227599
2025-0.535384598342624
20261.3096026490066226
Total Factor Risk
8.199001879460619
VTI.US Exposure
0.0049544626090788114
VEA.US Exposure
0.03291946100200845
VWO.US Exposure
0.003197809115887311
QQQ.US Exposure
-0.0015050688880907813
VTV.US Exposure
-0.005582643360124934
IJR.US Exposure
0.023743174904097702
QUAL.US Exposure
0.01778143070178417
SHV.US Exposure
0.5115791610628597
TLT.US Exposure
0.01905068875766235
LQD.US Exposure
0.0539091073507216
HYG.US Exposure
0.01922802248868995
GLD.US Exposure
0.0076836267957098225
USO.US Exposure
0.016559234563629486
VNQ.US Exposure
-0.0010317603056133045
BTC-USD.CC Exposure
-0.00016845478442844574
CPER.US Exposure
-0.003818167149617455
VIX.INDX Exposure
0.022636380840510822
UUP.US Exposure
0.00041341869913405103
TIP.US Exposure
0.006620212016363416
Idiosyncratic Exposure
0.27182990357973746
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
819.9%

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$24.1M
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 →
+40.6%
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 →
+68.1%
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 →
83.2% 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 →
-2.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Osmosun SA a high-risk investment?

Osmosun SA (ALWTR.PA) has an annualized volatility of 819.9% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALWTR.PA has generated a Compound Annual Growth Rate (CAGR) of 3.5%. 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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