Alten SA

10-Year Study

ATE.PA · Technology · FR · Common Stock

Executive Summary: Alten SA has compounded at 1.0% annually over the last 10 years, with a maximum drawdown of 65.0% and an annualized volatility of 65.5%.

1Y CAGR
-21.0%
3Y CAGR
-26.7%
5Y CAGR
-9.6%
10Y CAGR
+1.0%

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 →
65.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +72.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -40.5%
% 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.
202614.0-23.1-17.510.2————————-20.3%
202512.9-1.72.1-17.4-1.03.8-3.8-8.06.12.2-5.97.7-6.4%
20246.8-5.6-0.4-18.16.3-11.7-0.7-0.2-1.5-22.4-2.94.8-40.5%
202320.55.2-0.74.8-2.9-3.5-8.20.2-5.1-10.712.87.316.5%
2022-9.6-5.01.0-6.0-4.1-15.326.8-6.5-7.64.01.0-2.3-25.4%
2021-6.05.19.34.0-2.511.219.94.1-8.99.54.98.672.8%
2020-0.8-10.1-34.70.49.96.0-13.59.711.5-15.230.13.8-17.6%
201915.18.45.22.0-6.617.26.4-3.1-3.5-6.16.47.356.3%
201817.2-2.9-1.25.24.73.6-3.84.7-0.4-3.9-5.6-9.55.6%
20173.4-5.410.18.22.0-7.60.9-2.07.0-1.8-7.1-0.35.8%
2016———0.19.6-8.616.7-0.81.24.6-0.73.225.9%

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 65.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.2% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110011.117937915093
2016-05-0110973.258433541063
2016-06-0110029.717495705383
2016-07-0111703.552306554151
2016-08-0111611.076977091197
2016-09-0111745.056488319897
2016-10-0112286.637994089937
2016-11-0112201.727878020338
2016-12-0112590.458635837376
2017-01-0113020.714473799702
2017-02-0112322.499613379978
2017-03-0113564.176833728312
2017-04-0114681.320610399871
2017-05-0114968.150869581574
2017-06-0113829.042896013842
2017-07-0113955.290006812871
2017-08-0113677.90581518309
2017-09-0114636.326399251004
2017-10-0114376.162472361893
2017-11-0113360.354938078102
2017-12-0113316.363849147137
2018-01-0115610.044597141936
2018-02-0115150.928097035354
2018-03-0114969.195788558556
2018-04-0115743.940514852478
2018-05-0116490.012664418
2018-06-0117083.254964410058
2018-07-0116435.13351974688
2018-08-0117209.021412479673
2018-09-0117141.310662771208
2018-10-0116473.83731865431
2018-11-0115545.1969254304
2018-12-0114065.152788052816
2019-01-0116183.642420366727
2019-02-0117537.920109674695
2019-03-0118456.88455317175
2019-04-0118824.487049274197
2019-05-0117576.603010202587
2019-06-0120597.547366177227
2019-07-0121906.872641095408
2019-08-0121222.910475521727
2019-09-0120480.286558580246
2019-10-0119239.36167989534
2019-11-0120480.286558580246
2019-12-0121985.05347895324
2020-01-0121809.172716747544
2020-02-0119600.882747551754
2020-03-0112790.414331272752
2020-04-0112839.274742636457
2020-05-0114109.520047815491
2020-06-0114959.603432349855
2020-07-0112936.974666984323
2020-08-0114197.46042891834
2020-09-0115829.22680175379
2020-10-0113415.756542237716
2020-11-0117451.233631344225
2020-12-0118105.917167182855
2021-01-0117021.312167454533
2021-02-0117890.935536858473
2021-03-0119561.80277781261
2021-04-0120343.506664493238
2021-05-0119835.40436274571
2021-06-0122065.658528837674
2021-07-0126447.19188474126
2021-08-0127532.71641316932
2021-09-0125085.369880419472
2021-10-0127473.511303933494
2021-11-0128815.60523796985
2021-12-0131282.70073938467
2022-01-0128282.717458088297
2022-02-0126881.397516436577
2022-03-0127137.9878204244
2022-04-0125519.57551211479
2022-05-0124473.52802263712
2022-06-0120735.85284197063
2022-07-0126289.388220837354
2022-08-0124591.353086481675
2022-09-0122713.550091325917
2022-10-0123632.47273806389
2022-11-0123872.19804976322
2022-12-0123332.83177222438
2023-01-0128107.254663473395
2023-02-0129565.564486129748
2023-03-0129345.81802527032
2023-04-0130764.17014624686
2023-05-0129885.184302809157
2023-06-0128826.43059857139
2023-07-0126449.1145356589
2023-08-0126509.67803956481
2023-09-0125156.946830342775
2023-10-0122471.65134815446
2023-11-0125338.658240440036
2023-12-0127175.96017604795
2024-01-0129033.449946291163
2024-02-0127398.04725541582
2024-03-0127297.087183859767
2024-04-0122350.50344196311
2024-05-0123763.819053470594
2024-06-0120983.686724931347
2024-07-0120840.365638048424
2024-08-0120799.42571253025
2024-09-0120492.344923574627
2024-10-0115906.655297948198
2024-11-0115446.034114514761
2024-12-0116183.015468980535
2025-01-0118271.160654202875
2025-02-0117953.83965927282
2025-03-0118322.34078569548
2025-04-0115138.953325559134
2025-05-0114985.412931081326
2025-06-0115558.843567269796
2025-07-0114973.688940159582
2025-08-0113772.032116629678
2025-09-0114607.967298215699
2025-10-0114931.89218108028
2025-11-0114054.16024041496
2025-12-0115140.875976476784
2026-01-0117262.061499751308
2026-02-0113280.92019744789
2026-03-0110950.75087877686
2026-04-0112068.814184148163
Annual Return Matrix
YearAnnual Return
20170.057655184318984976
20180.056230735911713126
20190.5630867158178139
2020-0.17644425179515544
20210.7277611761134561
2022-0.2541298794305016
20230.16470904352031823
2024-0.4045098916783171
2025-0.06439711402991088
2026-0.2028985507246377
Total Factor Risk
0.6551596892465051
VTI.US Exposure
-0.0533646719185392
VEA.US Exposure
0.050053731551255996
VWO.US Exposure
-0.016015049936480653
QQQ.US Exposure
0.039898189642086454
VTV.US Exposure
0.03203584079007491
IJR.US Exposure
0.01833649861371183
QUAL.US Exposure
0.058806226307599484
SHV.US Exposure
0.7420377587813629
TLT.US Exposure
0.033103684562692914
LQD.US Exposure
-0.008699576706381107
HYG.US Exposure
0.03007045898715542
GLD.US Exposure
-0.0012315748193428453
USO.US Exposure
0.0027857199416704893
VNQ.US Exposure
0.003560785844638163
BTC-USD.CC Exposure
0.003594360087709699
CPER.US Exposure
0.01225686109601382
VIX.INDX Exposure
-0.004790553737218726
UUP.US Exposure
-0.0027837782708519383
TIP.US Exposure
-0.0028412248336025145
Idiosyncratic Exposure
0.06318631401644476
Value Score
45.1
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
65.5%

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 →12.4x
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$1.9B
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 →
-1.6%
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 →
-14.6%
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 →
30.2% 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

Frequently Asked Questions & Methodology

Is Alten SA a high-risk investment?

Alten SA (ATE.PA) has an annualized volatility of 65.5% and experienced a maximum drawdown of 65.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATE.PA has generated a Compound Annual Growth Rate (CAGR) of 1.0%. 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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