ATEME SA

10-Year Study

ATEME.PA · Technology · FR · Common Stock

Executive Summary: ATEME SA has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 82.9% and an annualized volatility of 79.7%.

1Y CAGR
+171.6%
3Y CAGR
+1.0%
5Y CAGR
-8.4%
10Y CAGR
+10.0%

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 →
82.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +164.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -32.4%
% 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.
20262.6-8.955.2-0.5————————44.3%
2025-23.73.6-6.52.2-1.715.325.87.5-1.6-10.319.85.128.7%
2024-9.1-34.15.026.95.0-29.5-6.2-4.1-12.838.76.013.6-22.7%
2023-10.7-3.2-4.64.88.9-1.8-2.1-7.6-8.0-16.82.43.2-32.4%
2022-10.0-16.528.7-9.220.2-15.411.5-7.34.0-10.7-8.9-0.8-22.5%
20211.42.8-12.01.40.35.1-19.20.8-12.919.8-9.97.3-19.3%
20206.46.9-16.016.1-1.47.817.4-0.612.2-8.01.43.348.8%
201923.2-20.0-1.1-6.20.817.4-0.5-3.76.20.3-6.0-1.62.2%
2018-5.825.4-11.41.87.0-3.9-17.4-5.6-13.2-8.98.8-7.6-32.2%
201729.54.647.51.846.1-8.81.88.3-1.8-0.6-2.1-7.2164.9%
2016———0.34.51.35.54.03.018.79.64.362.7%

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 79.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.7% of variance. Idiosyncratic stock-specific factors contribute 26.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110026.666666666666
2016-05-0110480
2016-06-0110613.333333333332
2016-07-0111200.000000000002
2016-08-0111653.333333333334
2016-09-0112000
2016-10-0114240
2016-11-0115599.999999999998
2016-12-0116266.666666666664
2017-01-0121066.666666666668
2017-02-0122026.666666666664
2017-03-0132479.999999999996
2017-04-0133066.666666666664
2017-05-0148320
2017-06-0144080
2017-07-0144853.33333333333
2017-08-0148586.666666666664
2017-09-0147706.66666666667
2017-10-0147440
2017-11-0146426.66666666667
2017-12-0143093.33333333333
2018-01-0140586.666666666664
2018-02-0150879.99999999999
2018-03-0145066.66666666666
2018-04-0145866.66666666667
2018-05-0149066.666666666664
2018-06-0147146.66666666667
2018-07-0138933.33333333333
2018-08-0136746.666666666664
2018-09-0131893.333333333332
2018-10-0129066.666666666668
2018-11-0131626.666666666664
2018-12-0129226.666666666668
2019-01-0136000
2019-02-0128800.000000000004
2019-03-0128480
2019-04-0126720.001220703125
2019-05-0126933.334350585938
2019-06-0131626.665751139324
2019-07-0131466.66717529297
2019-08-0130293.33241780599
2019-09-0132160.001118977863
2019-10-0132266.667683919273
2019-11-0130346.666971842445
2019-12-0129866.666158040363
2020-01-0131786.666870117188
2020-02-0133973.33272298177
2020-03-0128533.33282470703
2020-04-0133120.00020345052
2020-05-0132639.999389648438
2020-06-0135199.999491373695
2020-07-0141333.333333333336
2020-08-0141066.66564941406
2020-09-0146080.00183105469
2020-10-0142399.9989827474
2020-11-0142986.6689046224
2020-12-0144426.666259765625
2021-01-0145066.66564941406
2021-02-0146346.66442871094
2021-03-0140800.000508626305
2021-04-0141386.6678873698
2021-05-0141493.334452311195
2021-06-0143626.668294270836
2021-07-0135253.334045410156
2021-08-0135519.999186197914
2021-09-0130933.334350585938
2021-10-0137066.66564941406
2021-11-0133386.66788736979
2021-12-0135839.99888102213
2022-01-0132266.667683919273
2022-02-0126933.334350585938
2022-03-0134666.666666666664
2022-04-0131466.66717529297
2022-05-0137813.334147135414
2022-06-0132000
2022-07-0135680.00030517578
2022-08-0133066.66564941406
2022-09-0134399.9989827474
2022-10-0130720.001220703125
2022-11-0128000
2022-12-0127786.666870117188
2023-01-0124800.0005086263
2023-02-0124000
2023-03-0122906.667073567707
2023-04-0124000
2023-05-0126133.333841959633
2023-06-0125653.33302815755
2023-07-0125120.00020345052
2023-08-0123199.9994913737
2023-09-0121333.333333333332
2023-10-0117759.999593098957
2023-11-0118186.66712443034
2023-12-0118773.333231608074
2024-01-0117066.666920979816
2024-02-0111253.3327738444
2024-03-0111813.332875569662
2024-04-0114986.666361490885
2024-05-0115733.333587646484
2024-06-0111093.332926432291
2024-07-0110400.00025431315
2024-08-019973.333358764648
2024-09-018693.333307902018
2024-10-0112053.333282470703
2024-11-0112773.333231608072
2024-12-0114506.666819254557
2025-01-0111066.666920979818
2025-02-0111466.667175292969
2025-03-0110719.99994913737
2025-04-0110960.00035603841
2025-05-0110773.333231608072
2025-06-0112426.666259765625
2025-07-0115626.667022705078
2025-08-0116800.0005086263
2025-09-0116533.33282470703
2025-10-0114826.666514078777
2025-11-0117760
2025-12-0118666.666666666668
2026-01-0119146.666666666664
2026-02-0117440
2026-03-0127066.666666666664
2026-04-0126933.333333333332
Annual Return Matrix
YearAnnual Return
20171.6491803278688528
2018-0.32178217821782173
20190.02189779281616211
20200.48750001170805546
2021-0.1932773287227244
2022-0.22470235106980763
2023-0.3243762082238941
2024-0.22727271495771795
20250.2867646923475613
20260.44285714285714284
Total Factor Risk
0.79652201253778
VTI.US Exposure
0.11189663530489222
VEA.US Exposure
-0.0010088556698541816
VWO.US Exposure
0.0010830923819391837
QQQ.US Exposure
0.07377890095047969
VTV.US Exposure
0.022260954429673182
IJR.US Exposure
0.013397937807292188
QUAL.US Exposure
0.0005979869991181454
SHV.US Exposure
0.4174738945643038
TLT.US Exposure
0.022232650541162788
LQD.US Exposure
0.0023729411247055436
HYG.US Exposure
0.04666414044972653
GLD.US Exposure
0.0018224878948212221
USO.US Exposure
0.001270610985043662
VNQ.US Exposure
0.001746297158469108
BTC-USD.CC Exposure
0.0037393581306705446
CPER.US Exposure
-0.000004539979056103838
VIX.INDX Exposure
0.008107092620854798
UUP.US Exposure
0.009992538904522367
TIP.US Exposure
0.0021742530368219536
Idiosyncratic Exposure
0.2604016223644134
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
79.7%

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$110.2M
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 →
+28.2%
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 →
+52.8%
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 →
0.5% 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 →
-0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ATEME SA a high-risk investment?

ATEME SA (ATEME.PA) has an annualized volatility of 79.7% and experienced a maximum drawdown of 82.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATEME.PA has generated a Compound Annual Growth Rate (CAGR) of 10.0%. 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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