Amesite Operating Co

10-Year Study

AMST.US · Technology · US · Common Stock

Executive Summary: Amesite Operating Co has compounded at -45.3% annually over the last 10 years, with a maximum drawdown of 98.5% and an annualized volatility of 106.0%.

1Y CAGR
-38.3%
3Y CAGR
-22.3%
5Y CAGR
-45.1%
10Y CAGR
-45.3%

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 →
98.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
100.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +111.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -83.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.2-3.34.0-40.858.7———————-8.5%
2025-23.4-34.10.8-12.429.2-1.811.5-8.010.514.4-32.7-19.6-60.2%
20244.4-11.97.756.55.7-18.7-8.3-17.57.912.2-11.695.5111.1%
2023122.9-36.3-12.445.217.4-18.97.8-32.1-3.4-17.6-8.617.27.1%
2022-25.7-13.7-13.617.0-10.0-23.30.0-13.0-39.81.223.0-41.7-83.0%
2021-8.938.2-32.2-31.9-15.215.1-24.4-3.4-10.0-8.8-27.3-14.2-78.8%
2020—————————-3.46.47.310.2%

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 106.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.8% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019659.09090909091
2020-11-0110272.727272727274
2020-12-0111022.727272727272
2021-01-0110045.454545454546
2021-02-0113886.363636363636
2021-03-019409.09090909091
2021-04-016409.09090909091
2021-05-015431.818181818182
2021-06-016250
2021-07-014727.272727272728
2021-08-014568.181818181818
2021-09-014113.636363636364
2021-10-013750.0000000000005
2021-11-012727.2727272727275
2021-12-012340.909090909091
2022-01-011738.6363636363635
2022-02-011500
2022-03-011295.4545454545455
2022-04-011515.9090909090908
2022-05-011363.6363636363637
2022-06-011045.4545454545455
2022-07-011045.4545454545455
2022-08-01909.0909090909091
2022-09-01547.7272727272727
2022-10-01554.5454545454546
2022-11-01681.8181818181819
2022-12-01397.7272727272728
2023-01-01886.3636363636364
2023-02-01564.3939393939394
2023-03-01494.3181818181818
2023-04-01717.8030303030304
2023-05-01842.8030303030304
2023-06-01683.7121212121212
2023-07-01736.7424242424244
2023-08-01500
2023-09-01482.95454545454544
2023-10-01397.7272727272728
2023-11-01363.6363636363636
2023-12-01426.1363636363637
2024-01-01445.0757575757576
2024-02-01392.0454545454545
2024-03-01422.3484848484849
2024-04-01660.9848484848485
2024-05-01698.8636363636364
2024-06-01568.1818181818182
2024-07-01520.8333333333334
2024-08-01429.92424242424244
2024-09-01464.0151515151516
2024-10-01520.8333333333334
2024-11-01460.2272727272728
2024-12-01899.6212121212121
2025-01-01689.3939393939394
2025-02-01454.54545454545456
2025-03-01458.33333333333337
2025-04-01401.51515151515156
2025-05-01518.939393939394
2025-06-01509.469696969697
2025-07-01568.1818181818182
2025-08-01522.7272727272727
2025-09-01577.6515151515151
2025-10-01660.9848484848485
2025-11-01445.0757575757576
2025-12-01357.9545454545455
2026-01-01346.5909090909091
2026-02-01335.22727272727275
2026-03-01348.4848484848485
2026-04-01206.43939393939394
2026-05-01327.6515151515152
Annual Return Matrix
YearAnnual Return
2021-0.7876288659793815
2022-0.8300970873786407
20230.0714285714285714
20241.1111111111111112
2025-0.6021052631578947
2026-0.08465608465608465
Total Factor Risk
1.059615003726181
VTI.US Exposure
-0.02638930541639584
VEA.US Exposure
0.011660449262758273
VWO.US Exposure
0.0719293204783261
QQQ.US Exposure
0.012548770465859579
VTV.US Exposure
-0.011464221995996447
IJR.US Exposure
0.008503721876614368
QUAL.US Exposure
0.021288962150430153
SHV.US Exposure
0.39841082536887107
TLT.US Exposure
-0.00725077000832897
LQD.US Exposure
0.08896398389334001
HYG.US Exposure
0.05183252997148685
GLD.US Exposure
0.0015795844293593386
USO.US Exposure
-0.001230418833873144
VNQ.US Exposure
0.00641973058191384
BTC-USD.CC Exposure
0.004661155601933231
CPER.US Exposure
-0.0005988410665493729
VIX.INDX Exposure
-0.005175994207237165
UUP.US Exposure
0.0013152466775603311
TIP.US Exposure
0.06889547664217445
Idiosyncratic Exposure
0.30409979412775323
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
106.0%

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
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$12.5M
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 →
+16.8%
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 →
-24.9%
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 →
55.3% 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 →
1.14
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 →
75
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-35.7%
50.0% retracement-25.7%
61.8% retracement-11.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Amesite Operating Co a high-risk investment?

Amesite Operating Co (AMST.US) has an annualized volatility of 106.0% and experienced a maximum drawdown of 98.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMST.US has generated a Compound Annual Growth Rate (CAGR) of -45.3%. It has had a positive return in 33% 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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