ASM International NV

10-Year Study

ASMXF.US · Technology · US · Common Stock

Executive Summary: ASM International NV has compounded at 45.6% annually over the last 10 years, with a maximum drawdown of 49.7% and an annualized volatility of 57.6%.

1Y CAGR
+178.3%
3Y CAGR
+47.5%
5Y CAGR
+31.9%
10Y CAGR
+45.6%

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 →
49.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +215.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202636.21.1-10.728.29.918.0——————104.3%
2025-1.4-5.3-14.4-8.321.818.6-23.1-3.320.511.7-10.37.12.0%
202411.45.92.77.05.74.9-6.3-7.45.9-18.0-4.814.518.2%
202339.1-3.66.9-0.022.4-3.9-2.113.8-11.9-2.024.73.0108.3%
2022-27.8-5.621.4-11.8-11.6-14.213.81.9-14.3-8.511.7-1.7-44.7%
20210.00.075.918.04.10.05.710.08.214.2-1.73.3215.0%
20200.00.00.00.03.028.90.00.00.00.00.00.032.8%
2019———————————0.00.0%

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 57.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.7% of variance. Idiosyncratic stock-specific factors contribute 22.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110000
2020-01-0110000
2020-02-0110000
2020-03-0110000
2020-04-0110000
2020-05-0110302.052836002711
2020-06-0113281.226578524438
2020-07-0113281.226578524438
2020-08-0113281.226578524438
2020-09-0113281.226578524438
2020-10-0113281.226578524438
2020-11-0113281.226578524438
2020-12-0113281.226578524438
2021-01-0113281.226578524438
2021-02-0113281.226578524438
2021-03-0123359.695044086926
2021-04-0127563.10397759507
2021-05-0128693.4350612018
2021-06-0128693.4350612018
2021-07-0130338.606940441383
2021-08-0133361.28889032251
2021-09-0136106.26210801344
2021-10-0141230.145704110044
2021-11-0140510.12566718593
2021-12-0141829.91573486747
2022-01-0130191.052830310404
2022-02-0128503.738897627634
2022-03-0134598.587928132714
2022-04-0130520.077718978348
2022-05-0126987.118307031706
2022-06-0123145.057084361903
2022-07-0126339.05853020813
2022-08-0126848.263940936613
2022-09-0123006.183743906862
2022-10-0121054.035182258212
2022-11-0123515.370180275393
2022-12-0123121.917852406044
2023-01-0132171.624983160254
2023-02-0131026.958770613273
2023-03-0133157.59913628714
2023-04-0133152.978879639944
2023-05-0140577.361311659544
2023-06-0138977.52866551429
2023-07-0138164.77144434725
2023-08-0143447.1858178044
2023-09-0138261.23709031985
2023-10-0137488.259614782546
2023-11-0146749.51188459035
2023-12-0148169.723752293525
2024-01-0153654.63249510936
2024-02-0156801.65342572582
2024-03-0158320.247349756275
2024-04-0162425.99525261514
2024-05-0165987.15056344362
2024-06-0169221.05508825924
2024-07-0164884.48409664021
2024-08-0160103.37231299346
2024-09-0163665.56172643906
2024-10-0152226.384985968456
2024-11-0149734.15024277693
2024-12-0156934.82497101666
2025-01-0156136.33646853008
2025-02-0153170.77682927061
2025-03-0145532.828488863
2025-04-0141774.18803970195
2025-05-0150898.720558908746
2025-06-0160340.6941200356
2025-07-0146383.2972504255
2025-08-0144874.36127560827
2025-09-0154058.31200299036
2025-10-0160403.60361044121
2025-11-0154199.89867691788
2025-12-0158059.64400305867
2026-01-0179084.89508127667
2026-02-0179924.74768844861
2026-03-0171343.59340223557
2026-04-0191481.69828111274
2026-05-01100519.04361636122
2026-06-01118589.74967126921
Annual Return Matrix
YearAnnual Return
20200.3281226578524439
20212.149552150740796
2022-0.4472396741375052
20231.0832927467252045
20240.18196287078158302
20250.019756256958980867
20261.042550410144122
Total Factor Risk
0.5760740368046084
VTI.US Exposure
-0.08165611435357727
VEA.US Exposure
0.20462195151913354
VWO.US Exposure
-0.0717617578426437
QQQ.US Exposure
0.13195772727261565
VTV.US Exposure
-0.06342495929190235
IJR.US Exposure
0.09410532853678047
QUAL.US Exposure
0.1245246526782427
SHV.US Exposure
0.2166908384226155
TLT.US Exposure
0.0043157756990950405
LQD.US Exposure
0.10948824956977328
HYG.US Exposure
-0.019380228045733434
GLD.US Exposure
0.0018546641340276477
USO.US Exposure
-0.006239837754991342
VNQ.US Exposure
0.008371866574051237
BTC-USD.CC Exposure
0.005915325627239492
CPER.US Exposure
0.07057766604240964
VIX.INDX Exposure
-0.0346049746437364
UUP.US Exposure
-0.0058747150406129245
TIP.US Exposure
0.0814943426483158
Idiosyncratic Exposure
0.22902419824889736
Value Score
33.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.6%

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 →41.7x
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 →0.38%
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$40.5B
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
$659
Avg Yield on Cost
6.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$6596.59%Solid

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 →
+22.8%
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 →
+62.3%
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 →
0.0% 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 →
1.50
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 →
✦ Golden Cross
Bullish — 50 SMA above 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 →
74
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+31.3%
50.0% retracement+45.4%
61.8% retracement+62.8%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is ASM International NV a high-risk investment?

ASM International NV (ASMXF.US) has an annualized volatility of 57.6% and experienced a maximum drawdown of 49.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASMXF.US has generated a Compound Annual Growth Rate (CAGR) of 45.6%. It has had a positive return in 86% 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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