Ambow Education Holding Ltd

10-Year Study

AMBO.US · Consumer Defensive · US · Common Stock

Executive Summary: Ambow Education Holding Ltd has compounded at -32.8% annually over the last 10 years, with a maximum drawdown of 97.6% and an annualized volatility of 166.8%.

1Y CAGR
-3.5%
3Y CAGR
+4.2%
5Y CAGR
-36.9%
10Y CAGR
-32.8%

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 →
97.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +52.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -67.0%
% 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.
2026-4.5-33.235.2-3.49.1———————-9.1%
202521.4-19.622.018.0-0.7-11.59.921.84.37.76.7-33.731.4%
20244.822.1-2.30.6-25.4-7.00.87.4-0.824.012.516.752.7%
202321.7-16.3-14.6-6.1-7.3-3.6-3.2-10.4-7.0-22.027.1-22.7-54.9%
2022-21.5-6.112.7-7.4-15.2-39.16.313.0-29.8-16.022.8-4.5-67.0%
202113.8-2.4-9.1-4.610.54.1-28.1-9.2-6.4-10.9-15.3-16.8-57.5%
20200.645.1-34.313.7-23.88.223.620.590.6-47.1-6.7-12.99.6%
2019————9.8-18.9-24.1-3.9-41.9-2.713.213.8-52.7%

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 166.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.6% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110978.520286396182
2019-06-018902.147971360382
2019-07-016754.17661097852
2019-08-016491.64677804296
2019-09-013770.883054892602
2019-10-013668.7350835322195
2019-11-014152.744630071598
2019-12-014725.536992840096
2020-01-014754.176610978521
2020-02-016897.374701670645
2020-03-014534.606205250597
2020-04-015155.131264916468
2020-05-013926.014319809069
2020-06-014248.210023866349
2020-07-015250.596658711217
2020-08-016324.582338902148
2020-09-0112052.505966587112
2020-10-016372.315035799523
2020-11-015942.72076372315
2020-12-015178.997613365155
2021-01-015894.988066825776
2021-02-015751.789976133652
2021-03-015226.730310262529
2021-04-014988.066825775656
2021-05-015513.126491646778
2021-06-015739.856801909307
2021-07-014128.878281622912
2021-08-013747.0167064439142
2021-09-013508.3532219570407
2021-10-013126.491646778043
2021-11-012649.164677804296
2021-12-012202.8639618138427
2022-01-011728.162291169451
2022-02-011622.4343675417663
2022-03-011829.1169451073986
2022-04-011694.5107398568018
2022-05-011437.5894988066825
2022-06-01875.4176610978521
2022-07-01930.7875894988067
2022-08-011052.0286396181386
2022-09-01738.9021479713605
2022-10-01621.0023866348448
2022-11-01762.5298329355608
2022-12-01727.9236276849642
2023-01-01885.6801909307876
2023-02-01741.2887828162292
2023-03-01632.6968973747016
2023-04-01593.9140811455848
2023-05-01550.8353221957041
2023-06-01531.0262529832936
2023-07-01514.0811455847255
2023-08-01460.62052505966585
2023-09-01428.1622911694511
2023-10-01334.1288782816229
2023-11-01424.82100238663486
2023-12-01328.2816229116945
2024-01-01344.15274463007165
2024-02-01420.04773269689736
2024-03-01410.5011933174224
2024-04-01412.88782816229116
2024-05-01307.85202863961814
2024-06-01286.3961813842482
2024-07-01288.7828162291169
2024-08-01310.26252983293557
2024-09-01307.8758949880668
2024-10-01381.8615751789976
2024-11-01429.618138424821
2024-12-01501.19331742243446
2025-01-01608.5918854415274
2025-02-01489.26014319809065
2025-03-01596.6825775656325
2025-04-01704.0811455847255
2025-05-01699.2840095465394
2025-06-01618.9021479713604
2025-07-01680.1909307875897
2025-08-01828.1622911694511
2025-09-01863.9618138424822
2025-10-01930.7875894988067
2025-11-01992.8400954653939
2025-12-01658.7112171837708
2026-01-01628.8305489260143
2026-02-01420.04773269689736
2026-03-01568.0190930787589
2026-04-01548.926014319809
2026-05-01599.0453460620524
Annual Return Matrix
YearAnnual Return
20200.0959595959595958
2021-0.5746543778801843
2022-0.6695557963163598
2023-0.5490163934426229
20240.5267175572519085
20250.31428571428571406
2026-0.0905797101449275
Total Factor Risk
1.667698935960638
VTI.US Exposure
0.6164726069788186
VEA.US Exposure
0.02904241292630724
VWO.US Exposure
0.004632515225409287
QQQ.US Exposure
-0.004657362112453026
VTV.US Exposure
0.08319070687848398
IJR.US Exposure
-0.008000846794992023
QUAL.US Exposure
0.00029068877721558745
SHV.US Exposure
0.10506941031489347
TLT.US Exposure
0.00021397138125882318
LQD.US Exposure
0.002072490962555498
HYG.US Exposure
0.014784588162743724
GLD.US Exposure
0.00013034876511057973
USO.US Exposure
0.000584320459994879
VNQ.US Exposure
-0.0020421123800604657
BTC-USD.CC Exposure
-0.0006862928708676336
CPER.US Exposure
0.00013568708864859438
VIX.INDX Exposure
-0.008371644354086527
UUP.US Exposure
0.0010342970621461164
TIP.US Exposure
0.0004468467533950457
Idiosyncratic Exposure
0.1656573667754783
Value Score
48.2
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
166.8%

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 →4.6x
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$6.2M
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: 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 →
+12.5%
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 →
-18.4%
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 →
56.3% 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 →
0.96
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 →
56
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-39.3%
50.0% retracement-30.9%
61.8% retracement-20.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Ambow Education Holding Ltd a high-risk investment?

Ambow Education Holding Ltd (AMBO.US) has an annualized volatility of 166.8% and experienced a maximum drawdown of 97.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMBO.US has generated a Compound Annual Growth Rate (CAGR) of -32.8%. 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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