Assembly Biosciences Inc

10-Year Study

ASMB.US · Healthcare · US · Common Stock

Executive Summary: Assembly Biosciences Inc has compounded at -8.2% annually over the last 10 years, with a maximum drawdown of 98.8% and an annualized volatility of 117.6%.

1Y CAGR
+121.3%
3Y CAGR
+37.8%
5Y CAGR
-9.4%
10Y CAGR
-8.2%

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 →
98.8%
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 →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
72.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +272.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -70.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-24.215.7-7.05.7————————-13.8%
2025-11.2-8.1-25.819.124.228.1-1.137.83.621.321.7-10.0115.5%
202414.613.44.0-6.221.5-9.46.511.3-6.911.01.4-7.460.3%
202333.8-21.8-38.223.8-7.920.1-3.5-10.8-10.6-0.9-20.217.1-36.9%
2022-20.2-16.732.9-14.68.59.9-1.4-9.7-12.30.0-20.1-0.8-44.2%
2021-7.8-9.0-9.4-7.0-7.2-2.3-10.69.5-8.4-9.5-27.01.3-61.5%
2020-14.23.2-18.218.111.319.7-4.8-1.5-24.8-10.3-60.94.9-70.4%
20190.7-6.1-7.9-19.9-11.0-3.9-7.3-9.5-13.168.0-1.826.1-9.5%
20184.320.3-13.4-11.5-2.7-7.312.8-9.6-7.2-38.412.7-12.3-50.0%
201752.812.322.2-7.37.5-18.78.521.028.8-15.569.1-9.3272.4%
2016———19.5-4.8-2.80.79.318.095.8-9.0-5.4142.0%

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 117.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.2% of variance. Idiosyncratic stock-specific factors contribute 10.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111952.191235059761
2016-05-0111374.501992031872
2016-06-0111055.776892430278
2016-07-0111135.458167330677
2016-08-0112171.314741035854
2016-09-0114362.54980079681
2016-10-0128127.490039840635
2016-11-0125597.609561752986
2016-12-0124203.187250996016
2017-01-0136992.03187250996
2017-02-0141553.78486055777
2017-03-0150776.89243027888
2017-04-0147071.71314741036
2017-05-0150617.52988047809
2017-06-0141135.45816733068
2017-07-0144641.434262948205
2017-08-0154003.98406374502
2017-09-0169561.75298804781
2017-10-0158784.86055776892
2017-11-0199422.3107569721
2017-12-0190139.4422310757
2018-01-0193984.06374501991
2018-02-01113027.88844621513
2018-03-0197888.44621513944
2018-04-0186613.54581673307
2018-05-0184243.0278884462
2018-06-0178107.56972111553
2018-07-0188107.56972111553
2018-08-0179681.2749003984
2018-09-0173984.06374501991
2018-10-0145577.68924302788
2018-11-0151354.58167330677
2018-12-0145059.7609561753
2019-01-0145378.4860557769
2019-02-0142609.56175298805
2019-03-0139223.10756972111
2019-04-0131434.262948207175
2019-05-0127968.12749003984
2019-06-0126872.50996015936
2019-07-0124900.3984063745
2019-08-0122529.88047808765
2019-09-0119581.673306772907
2019-10-0132888.44621513945
2019-11-0132310.75697211155
2019-12-0140756.97211155378
2020-01-0134980.0796812749
2020-02-0136095.617529880474
2020-03-0129541.83266932271
2020-04-0134880.478087649404
2020-05-0138824.70119521912
2020-06-0146454.18326693227
2020-07-0144223.10756972111
2020-08-0143565.73705179283
2020-09-0132749.003984063744
2020-10-0129362.54980079681
2020-11-0111484.063745019921
2020-12-0112051.792828685257
2021-01-0111115.537848605576
2021-02-0110119.521912350598
2021-03-019163.346613545817
2021-04-018525.89641434263
2021-05-017908.366533864541
2021-06-017729.083665338645
2021-07-016912.350597609561
2021-08-017569.721115537848
2021-09-016932.270916334661
2021-10-016274.900398406373
2021-11-014581.673306772908
2021-12-014641.434262948207
2022-01-013705.179282868526
2022-02-013087.6494023904384
2022-03-014103.585657370518
2022-04-013505.97609561753
2022-05-013804.7808764940237
2022-06-014183.266932270916
2022-07-014123.505976095617
2022-08-013725.0996015936257
2022-09-013266.9322709163343
2022-10-013266.9322709163343
2022-11-012609.561752988048
2022-12-012589.641434262948
2023-01-013466.1354581673304
2023-02-012709.163346613546
2023-03-011674.1035856573706
2023-04-012071.7131474103585
2023-05-011907.9681274900397
2023-06-012290.836653386454
2023-07-012211.1553784860557
2023-08-011971.9123505976095
2023-09-011762.9482071713146
2023-10-011746.812749003984
2023-11-011394.6215139442231
2023-12-011633.6653386454184
2024-01-011872.7091633466136
2024-02-012123.1739707835322
2024-03-012207.835325365206
2024-04-012070.0531208499337
2024-05-012514.9402390438245
2024-06-012277.5564409030544
2024-07-012424.468791500664
2024-08-012699.2031872509965
2024-09-012513.2802124833997
2024-10-012790.504648074369
2024-11-012828.685258964143
2024-12-012619.5219123505976
2025-01-012325.697211155378
2025-02-012138.114209827357
2025-03-011586.9853917662683
2025-04-011890.770252324037
2025-05-012348.9375830013278
2025-06-013007.96812749004
2025-07-012975.597609561753
2025-08-014100.265604249667
2025-09-014249.667994687915
2025-10-015154.382470119522
2025-11-016273.240371845949
2025-12-015645.750332005311
2026-01-014279.548472775565
2026-02-014953.519256308101
2026-03-014606.573705179283
2026-04-014867.197875166003
Annual Return Matrix
YearAnnual Return
20172.7242798353909463
2018-0.5001104972375691
2019-0.0954907161803713
2020-0.7043010752688172
2021-0.6148760330578512
2022-0.4420600858369099
2023-0.36915384615384605
20240.6034629923180099
20251.1552598225602027
2026-0.13790061746545124
Total Factor Risk
1.1759735748089706
VTI.US Exposure
0.3036314450129618
VEA.US Exposure
0.041017948731969046
VWO.US Exposure
-0.008308089256603618
QQQ.US Exposure
-0.029157263129160484
VTV.US Exposure
-0.01207805090659315
IJR.US Exposure
-0.006350764977085836
QUAL.US Exposure
-0.0206840797404765
SHV.US Exposure
0.611811002728234
TLT.US Exposure
0.0020305091180147753
LQD.US Exposure
-0.0004641369846435942
HYG.US Exposure
-0.002834279993857951
GLD.US Exposure
0.0001250455029185507
USO.US Exposure
0.0029705925194406907
VNQ.US Exposure
0.01667062634335654
BTC-USD.CC Exposure
-0.002443270073167065
CPER.US Exposure
-0.0008809414759850587
VIX.INDX Exposure
0.0018120315229774096
UUP.US Exposure
0.00009799431856656603
TIP.US Exposure
0.0007500317924183468
Idiosyncratic Exposure
0.10228364894671559
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
117.6%

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$460.2M
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 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 →
+3.2%
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 →
+6.1%
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 →
23.8% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Assembly Biosciences Inc a high-risk investment?

Assembly Biosciences Inc (ASMB.US) has an annualized volatility of 117.6% and experienced a maximum drawdown of 98.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASMB.US has generated a Compound Annual Growth Rate (CAGR) of -8.2%. It has had a positive return in 30% 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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