Astec Industries Inc

10-Year Study

ASTE.US · Industrials · US · Common Stock

Executive Summary: Astec Industries Inc has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 59.5% and an annualized volatility of 46.2%.

1Y CAGR
+53.4%
3Y CAGR
+18.0%
5Y CAGR
-2.3%
10Y CAGR
+1.9%

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 →
59.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +40.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -47.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.527.4-13.37.4————————33.5%
20253.91.9-2.85.28.86.1-4.917.14.0-3.3-4.6-2.130.6%
2024-4.314.08.0-4.4-22.0-8.718.3-3.2-5.6-0.521.9-13.0-8.4%
20238.62.0-8.10.1-10.423.38.711.2-14.1-15.0-22.019.7-7.3%
2022-8.6-21.3-13.4-9.120.0-12.820.5-22.1-18.339.91.7-8.1-40.6%
20212.714.211.2-0.5-8.5-8.2-2.6-0.1-12.0-0.817.610.520.5%
2020-1.8-8.9-6.614.76.29.0-3.919.02.9-6.414.4-0.239.5%
201922.63.1-0.8-10.7-12.410.60.4-15.312.712.87.112.140.9%
20186.7-5.6-6.20.75.52.2-17.8-0.73.6-25.4-4.9-15.4-47.9%
20173.7-9.7-2.53.0-11.5-0.8-9.4-1.012.7-7.26.85.7-12.7%
2016———3.710.45.37.4-2.31.8-7.520.01.745.4%

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 46.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.7% of variance. Idiosyncratic stock-specific factors contribute 33.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110370.690147277086
2016-05-0111453.148190432697
2016-06-0112056.503786581421
2016-07-0112943.30593294516
2016-08-0112644.518019560834
2016-09-0112876.802907485633
2016-10-0111906.776839060776
2016-11-0114285.473037256917
2016-12-0114535.40643909122
2017-01-0115078.39555504814
2017-02-0113611.04768428664
2017-03-0113271.111618525707
2017-04-0113671.43794953762
2017-05-0112098.151425200747
2017-06-0111998.706092780758
2017-07-0110866.061574761197
2017-08-0110761.31217414469
2017-09-0112132.449480534306
2017-10-0111253.020702515509
2017-11-0112017.210868820643
2017-12-0112696.53594398143
2018-01-0113542.974844921413
2018-02-0112783.351409978308
2018-03-0111996.280016744682
2018-04-0112078.885527267192
2018-05-0112742.536248430188
2018-06-0113023.485367431595
2018-07-0110699.708870875671
2018-08-0110620.575978993034
2018-09-0111004.799824941965
2018-10-018210.483502682955
2018-11-017809.705255546676
2018-12-016609.891730410625
2019-01-018105.282185942078
2019-02-018354.858811888724
2019-03-018290.781862465275
2019-04-017401.553640065457
2019-05-016483.545496061195
2019-06-017173.09814666819
2019-07-017201.7353579175715
2019-08-016102.556418160369
2019-09-016876.427103550633
2019-10-017758.638733493169
2019-11-018306.955702705789
2019-12-019313.729687559462
2020-01-019145.188758229631
2020-02-018326.911367355482
2020-03-017780.520987936217
2020-04-018924.130418236482
2020-05-019478.227156829167
2020-06-0110332.800548007763
2020-07-019926.718232674964
2020-08-0111810.280853978766
2020-09-0112153.023556722608
2020-10-0111380.175628876965
2020-11-0113018.514290063555
2020-12-0112991.589603074934
2021-01-0113348.484416029227
2021-02-0115245.128819880505
2021-03-0116954.70373330289
2021-04-0116862.536628991133
2021-05-0115430.152795220156
2021-06-0114171.495033679645
2021-07-0113804.491570575028
2021-08-0113791.742778856036
2021-09-0112138.27682003273
2021-10-0112041.281348707995
2021-11-0114161.957224949578
2021-12-0115650.901929444
2022-01-0114299.791642881608
2022-02-0111251.831449556646
2022-03-019742.312668873921
2022-04-018858.721505499107
2022-05-0110627.354720858546
2022-06-019266.254709441719
2022-07-0111163.588880009134
2022-08-018699.48053430757
2022-09-017106.785401682079
2022-10-019945.865205312632
2022-11-0110111.932488488033
2022-12-019293.655097613884
2023-01-0110089.098831677895
2023-02-0110292.50865776154
2023-03-019455.250789663964
2023-04-019462.124671766183
2023-05-018476.519389580242
2023-06-0110449.608973627126
2023-07-0111360.267534345625
2023-08-0112637.644137458614
2023-09-0110860.258020321953
2023-10-019230.410625261637
2023-11-017197.834608212505
2023-12-018612.379647600565
2024-01-018241.974921033603
2024-02-019399.546181070898
2024-03-0110150.821060242799
2024-04-019707.253491646687
2024-05-017573.400692620924
2024-06-016913.745861399702
2024-07-018179.467785515851
2024-08-017918.141340335655
2024-09-017475.786809757583
2024-10-017438.32534155345
2024-11-019067.91110096282
2024-12-017891.264223465388
2025-01-018198.923963922824
2025-02-018356.285915439357
2025-03-018120.242988164554
2025-04-018539.811432050843
2025-05-019290.0873387373
2025-06-019857.575065646764
2025-07-019377.59257145032
2025-08-0110978.279483959357
2025-09-0111414.663964683945
2025-10-0111035.22091562964
2025-11-0110527.267191840772
2025-12-0110303.687635574839
2026-01-0111588.08083114511
2026-02-0114768.14324314039
2026-03-0112805.875861019142
2026-04-0113754.899722190508
Annual Return Matrix
YearAnnual Return
2017-0.12650974039256113
2018-0.4793940835851428
20190.4090593412762098
20200.3948858340207213
20210.20469491475774793
2022-0.40619044579598607
2023-0.0733054371888876
2024-0.08373010174209883
20250.30570810250351155
20260.3349492151431208
Total Factor Risk
0.4619797339452162
VTI.US Exposure
-0.04608927295920556
VEA.US Exposure
0.21042729516888006
VWO.US Exposure
-0.029336941091616137
QQQ.US Exposure
-0.019929910136050867
VTV.US Exposure
0.17464131447970943
IJR.US Exposure
0.22385623194950177
QUAL.US Exposure
0.008825814030969702
SHV.US Exposure
0.23705857237718794
TLT.US Exposure
0.00002673747582301846
LQD.US Exposure
0.0044945688515543114
HYG.US Exposure
-0.008202193505831833
GLD.US Exposure
-0.001939573198954728
USO.US Exposure
0.0018892085819359925
VNQ.US Exposure
-0.03599449003841387
BTC-USD.CC Exposure
-0.0008338970714312642
CPER.US Exposure
-0.011933073762099462
VIX.INDX Exposure
-0.0311282763109734
UUP.US Exposure
-0.00394291119748183
TIP.US Exposure
-0.0015794427161817568
Idiosyncratic Exposure
0.32969023907267864
Value Score
36.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.2%

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 →32.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.93%
Market Cap$1.3B
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
$31
Avg Yield on Cost
0.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$30.920.31%Solid

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 →
+1.5%
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 →
+20.3%
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 →
9.5% 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 →
1.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Astec Industries Inc a high-risk investment?

Astec Industries Inc (ASTE.US) has an annualized volatility of 46.2% and experienced a maximum drawdown of 59.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASTE.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. It has had a positive return in 50% 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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