Amadeus IT Holding SA PK

10-Year Study

AMADY.US · Technology · US · Common Stock

Executive Summary: Amadeus IT Holding SA PK has compounded at 4.3% annually over the last 10 years, with a maximum drawdown of 48.7% and an annualized volatility of 31.2%.

1Y CAGR
-26.5%
3Y CAGR
-3.3%
5Y CAGR
-2.9%
10Y CAGR
+4.3%

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 →
48.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +61.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.3-7.3-8.58.5————————-15.6%
20253.53.42.03.25.61.6-3.84.4-5.5-3.6-3.90.16.3%
2024-2.2-12.14.2-1.012.2-6.1-0.02.37.10.2-3.00.5-0.2%
202323.2-0.46.84.72.45.9-4.9-4.4-11.9-5.620.15.442.4%
20221.4-4.4-1.5-3.4-0.6-10.44.7-9.9-11.612.43.2-4.8-24.4%
2021-14.710.11.5-4.710.4-6.1-7.1-7.18.11.7-4.35.6-9.9%
2020-4.1-10.0-33.51.49.90.1-5.013.8-1.3-14.644.09.3-8.0%
20195.03.26.5-0.4-4.84.3-0.7-4.2-4.03.57.23.519.7%
20188.1-4.70.0-1.28.7-0.49.57.60.4-13.2-10.5-2.8-1.5%
20172.10.29.56.08.33.92.31.05.04.46.30.161.2%
2016———5.52.0-5.27.9-1.88.2-5.0-4.51.37.5%

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 31.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.0% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110548.474314407107
2016-05-0110762.260776626084
2016-06-0110202.198976703334
2016-07-0111007.82022995074
2016-08-0110812.102837611179
2016-09-0111699.497875627656
2016-10-0111114.171124409382
2016-11-0110615.82988089758
2016-12-0110749.826716826192
2017-01-0110979.433535982054
2017-02-0111005.51860611544
2017-03-0112049.13305502204
2017-04-0112770.202701630184
2017-05-0113835.16669576766
2017-06-0114377.238792150141
2017-07-0114715.1012979042
2017-08-0114861.294094615258
2017-09-0115599.321682354748
2017-10-0116291.819446869527
2017-11-0117318.846330894143
2017-12-0117331.783044175303
2018-01-0118730.773504341338
2018-02-0117852.055852738402
2018-03-0117855.680248892837
2018-04-0117646.840955147436
2018-05-0119190.648528812628
2018-06-0119107.604882617183
2018-07-0120913.797573506457
2018-08-0122505.489505124424
2018-09-0122590.80831970878
2018-10-0119617.057413609742
2018-11-0117561.019487081805
2018-12-0117066.19681793891
2019-01-0117921.395577707583
2019-02-0118490.425773954088
2019-03-0119693.61947544141
2019-04-0119622.348502886292
2019-05-0118680.931443356243
2019-06-0119479.78010232967
2019-07-0119335.412731419015
2019-08-0118531.643359418405
2019-09-0117794.832722212523
2019-10-0118420.00137568321
2019-11-0119739.784229379304
2019-12-0120422.01728069758
2020-01-0119576.157293502016
2020-02-0117619.300835463
2020-03-0111721.191341661508
2020-04-0111881.140970491595
2020-05-0113058.276057291916
2020-06-0113075.763107350911
2020-07-0112425.567601602143
2020-08-0114145.40971549813
2020-09-0113967.973036609048
2020-10-0111926.141684788648
2020-11-0117179.426128457068
2020-12-0118778.922416757938
2021-01-0116012.317655835806
2021-02-0117623.295607866792
2021-03-0117879.701794208373
2021-04-0117035.720143705985
2021-05-0118801.409546183273
2021-06-0117656.78820298735
2021-07-0116395.94808383202
2021-08-0115225.056482378028
2021-09-0116457.165986761695
2021-10-0116744.577956263856
2021-11-0116022.317814568485
2021-12-0116924.501447112918
2022-01-0117159.42581099171
2022-02-0116407.191648544685
2022-03-0116164.753937893194
2022-04-0115607.44350439425
2022-05-0115517.468531246528
2022-06-0113897.998380926681
2022-07-0114547.79705497971
2022-08-0113100.763504182607
2022-09-0111584.998703683126
2022-10-0113020.788689767562
2022-11-0113440.636623861754
2022-12-0112793.351217215088
2023-01-0115762.393053857999
2023-02-0115697.41847754197
2023-03-0116764.578273729214
2023-04-0117556.813071106946
2023-05-0117971.687381281186
2023-06-0119033.820642655704
2023-07-0118106.530791494046
2023-08-0117315.5394000963
2023-09-0115253.443176346715
2023-10-0114394.249644174246
2023-11-0117282.70819113531
2023-12-0118215.183309787986
2024-01-0117813.457356465977
2024-02-0115650.698159230044
2024-03-0116314.782774329753
2024-04-0116146.870056138458
2024-05-0118116.239940316515
2024-06-0117006.88370714879
2024-07-0117001.222241622883
2024-08-0117395.514214511342
2024-09-0118622.22680783293
2024-10-0118650.58704635523
2024-11-0118088.779186971224
2024-12-0118178.965803690007
2025-01-0118823.6056656984
2025-02-0119459.726873971547
2025-03-0119849.17750017196
2025-04-0120482.679619253217
2025-05-0121622.486071207484
2025-06-0121975.586914078
2025-07-0121132.74284777007
2025-08-0122058.28663947047
2025-09-0120838.240818637336
2025-10-0120094.10202278343
2025-11-0119306.073641380553
2025-12-0119318.428334841294
2026-01-0117709.275808610717
2026-02-0116412.958935856124
2026-03-0115024.048000761919
2026-04-0116296.554971772039
Annual Return Matrix
YearAnnual Return
20170.612284876838683
2018-0.015323652826686351
20190.19663551865470352
2020-0.08045703033914564
2021-0.0987501267905645
2022-0.24409287581127215
20230.4238007696745736
2024-0.001988314115868306
20250.06268027254443687
2026-0.15642438974288742
Total Factor Risk
0.3116569063544145
VTI.US Exposure
-0.07477198149542362
VEA.US Exposure
0.26597463558430345
VWO.US Exposure
-0.005725520823125884
QQQ.US Exposure
0.166707676575514
VTV.US Exposure
0.019854983035209908
IJR.US Exposure
0.011220908464348959
QUAL.US Exposure
-0.10491541542594182
SHV.US Exposure
0.2999590792828002
TLT.US Exposure
0.00005018727505076382
LQD.US Exposure
-0.016211179046944565
HYG.US Exposure
0.06870808853668445
GLD.US Exposure
-0.006806225666477577
USO.US Exposure
0.01899181473917277
VNQ.US Exposure
0.012257005143682094
BTC-USD.CC Exposure
0.000002915345848064392
CPER.US Exposure
0.028143229172271324
VIX.INDX Exposure
0.03932199220245789
UUP.US Exposure
0.015527659886531705
TIP.US Exposure
-0.00133344864465023
Idiosyncratic Exposure
0.26304359585868786
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.2%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.71%
Market Cap$24.2B
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 →
+4.4%
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 →
-15.1%
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 →
27.1% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amadeus IT Holding SA PK a high-risk investment?

Amadeus IT Holding SA PK (AMADY.US) has an annualized volatility of 31.2% and experienced a maximum drawdown of 48.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMADY.US has generated a Compound Annual Growth Rate (CAGR) of 4.3%. It has had a positive return in 40% 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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