Assystem S.A.

10-Year Study

ASY.PA · Industrials · FR · Common Stock

Executive Summary: Assystem S.A. has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 53.0% and an annualized volatility of 53.5%.

1Y CAGR
+15.0%
3Y CAGR
+7.8%
5Y CAGR
+14.6%
10Y CAGR
+11.0%

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 →
53.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -20.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.1-3.7-12.314.8————————7.8%
2025-18.54.8-21.920.58.61.418.1-7.5-4.51.4-1.0-0.8-8.0%
20245.52.79.73.67.4-8.3-5.94.5-4.2-22.3-0.325.110.7%
20236.70.9-1.40.72.86.3-1.5-1.5-11.8-4.812.716.224.5%
20221.3-0.112.3-4.7-8.1-11.314.6-0.3-3.85.14.94.411.6%
20218.7-6.22.49.37.53.50.33.3-2.71.614.85.357.5%
2020-2.8-14.6-32.813.95.62.80.811.20.8-8.714.1-2.0-20.6%
20195.012.12.08.0-8.714.77.3-0.4-6.9-6.2-5.93.023.0%
20180.62.0-9.30.23.9-2.72.6-0.54.3-11.410.7-4.9-6.3%
201711.0-0.512.22.31.3-6.04.5-3.15.20.6-4.8-5.316.5%
2016———-4.89.8-5.48.1-1.68.34.2-3.50.515.1%

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 53.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.8% of variance. Idiosyncratic stock-specific factors contribute 19.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019521.057717536687
2016-05-0110454.432007986637
2016-06-019885.000095993242
2016-07-0110689.167482609226
2016-08-0110519.643417103434
2016-09-0111393.373906476985
2016-10-0111867.196549362927
2016-11-0111449.881928312247
2016-12-0111506.389950147512
2017-01-0112771.324898727133
2017-02-0112701.82579146428
2017-03-0114253.652542860984
2017-04-0114584.061282085742
2017-05-0114779.631513941418
2017-06-0113890.094137372727
2017-07-0114508.418607330044
2017-08-0114060.322153320409
2017-09-0114786.22304989729
2017-10-0114880.29642713153
2017-11-0114158.875215184851
2017-12-0113406.160206321476
2018-01-0113486.794529665112
2018-02-0113755.639602971953
2018-03-0112478.673501385505
2018-04-0112501.071924536516
2018-05-0112993.901229353454
2018-06-0112649.029508322614
2018-07-0112973.934635001697
2018-08-0112904.307536749413
2018-09-0113461.324322767678
2018-10-0111929.528161217451
2018-11-0113206.046294340878
2018-12-0112556.172045488
2019-01-0113182.815929758544
2019-02-0114784.239189561054
2019-03-0115085.97794715252
2019-04-0116292.868982023665
2019-05-0114877.096652395672
2019-06-0117070.542233826738
2019-07-0118313.71871420252
2019-08-0118242.04376011929
2019-09-0116974.868969224564
2019-10-0115922.911027063696
2019-11-0114990.4966690345
2019-12-0115444.736690536987
2020-01-0115014.430984058725
2020-02-0112814.841835134806
2020-03-018607.010066491319
2020-04-019802.381912313374
2020-05-0110352.29519841803
2020-06-0110639.187001235114
2020-07-0110721.805184914983
2020-08-0111918.648927115531
2020-09-0112018.353907884886
2020-10-0110971.131632333085
2020-11-0112517.070798215806
2020-12-0112267.744350797704
2021-01-0113339.924869289202
2021-02-0112517.070798215806
2021-03-0112816.249736018586
2021-04-0114013.093478219134
2021-05-0115060.379749265654
2021-06-0115583.990887041555
2021-07-0115634.675318857553
2021-08-0116149.839051330788
2021-09-0115711.981876475898
2021-10-0115969.499747217797
2021-11-0118339.188921099954
2021-12-0119318.0000127991
2022-01-0119575.581879035715
2022-02-0119549.7916946647
2022-03-0121945.20705742316
2022-04-0120914.943587971407
2022-05-0119214.967266304455
2022-06-0117051.34358541159
2022-07-0119540.70433441486
2022-08-0119487.588073799605
2022-09-0118744.15241167022
2022-10-0119699.9891207659
2022-11-0120655.76183436686
2022-12-0121558.482282847286
2023-01-0122992.17335099609
2023-02-0123204.574397962388
2023-03-0122885.940829765586
2023-04-0123045.225616116626
2023-05-0123682.428757015507
2023-06-0125169.23608577956
2023-07-0124780.655441856892
2023-08-0124401.098162689348
2023-09-0121527.18848593059
2023-10-0120496.92501647884
2023-11-0123099.685782120938
2023-12-0126841.1823807604
2024-01-0128305.271308899857
2024-02-0129064.449862729667
2024-03-0131884.091359968264
2024-04-0133025.898976712044
2024-05-0135481.34211351521
2024-06-0132534.797550252464
2024-07-0130616.46860061052
2024-08-0131991.091827135373
2024-09-0130647.698402032496
2024-10-0123805.876066324934
2024-11-0123743.41646348097
2024-12-0129710.484381899514
2025-01-0124211.991475800107
2025-02-0125367.94209687638
2025-03-0119806.98958793301
2025-04-0123868.335669168893
2025-05-0125930.27050895617
2025-06-0126305.156117009366
2025-07-0131069.812685186964
2025-08-0128733.97712801019
2025-09-0127454.06723366675
2025-10-0127838.040201969783
2025-11-0127550.060475742506
2025-12-0127326.07624423241
2026-01-0130365.862243298074
2026-02-0129245.941085747567
2026-03-0125662.193381585937
2026-04-0129469.925317257665
Annual Return Matrix
YearAnnual Return
20170.16510567296996648
2018-0.06340280496071327
20190.23005137509938645
2020-0.20570064763135987
20210.5746986129151734
20220.11597899723386296
20230.2450404452690167
20240.10689924014658225
2025-0.0802547715822417
20260.07845433255269296
Total Factor Risk
0.5352635488090682
VTI.US Exposure
0.07638064951213941
VEA.US Exposure
0.09220247675707247
VWO.US Exposure
0.008468305034944978
QQQ.US Exposure
-0.015180518550383638
VTV.US Exposure
-0.014175098290382469
IJR.US Exposure
-0.012261179948815152
QUAL.US Exposure
-0.004267412876248298
SHV.US Exposure
0.6679731057222025
TLT.US Exposure
0.010001728053089949
LQD.US Exposure
-0.0002179195358200413
HYG.US Exposure
0.003888776352779789
GLD.US Exposure
0.007260992609574456
USO.US Exposure
0.004357376845447262
VNQ.US Exposure
-0.0018598078568698565
BTC-USD.CC Exposure
0.00022299436591781464
CPER.US Exposure
-0.0008399830070877177
VIX.INDX Exposure
-0.011100069711126908
UUP.US Exposure
-0.001646979650242237
TIP.US Exposure
0.0009686826515964853
Idiosyncratic Exposure
0.18982388152221122
Value Score
17.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.5%

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 →82.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.43%
Market Cap$609.9M
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 →
+6.2%
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 →
+5.0%
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 →
5.5% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Assystem S.A. a high-risk investment?

Assystem S.A. (ASY.PA) has an annualized volatility of 53.5% and experienced a maximum drawdown of 53.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ASY.PA?

Over the past 10 years, ASY.PA has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 70% 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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