Atos SE

10-Year Study

ATO.PA · Technology · FR · Common Stock

Executive Summary: Atos SE has compounded at -37.9% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 298.9%.

1Y CAGR
-2.9%
3Y CAGR
-67.6%
5Y CAGR
-61.4%
10Y CAGR
-37.9%

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 →
99.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
808.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
85191.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5607.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +93.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -95.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.3-27.4-16.011.3————————-25.1%
2025-11.539.121.9-8.37.9-16.4-15.760.530.9-11.3-9.39.193.0%
2024-43.5-42.3-17.56.6-17.4-41.0-1.1-15.9-13.5-4.917802.5-99.7-95.0%
202333.811.4-15.310.18.6-3.9-27.8-17.8-14.9-0.3-11.220.6-21.8%
2022-15.51.1-22.4-5.54.5-47.7-6.1-15.7-19.321.11.4-10.1-75.9%
2021-15.11.82.9-14.9-1.5-6.5-21.49.05.0-2.5-16.0-1.1-49.2%
20201.1-10.4-8.35.44.211.9-4.60.1-5.1-14.831.2-2.70.6%
201911.55.91.96.72.67.8-0.6-5.7-6.17.311.0-3.643.6%
20184.7-14.62.40.75.50.6-1.8-10.1-0.7-26.1-1.0-4.7-40.2%
2017-1.813.24.03.87.6-3.84.50.91.31.6-6.9-2.322.7%
2016———8.56.9-9.017.60.68.7-1.43.12.842.0%

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 298.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.6% of variance. Idiosyncratic stock-specific factors contribute 36.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110853.5905535288
2016-05-0111603.800049215299
2016-06-0110558.368212539539
2016-07-0112419.859391951342
2016-08-0112496.3591427059
2016-09-0113588.603930665402
2016-10-0113404.438415157209
2016-11-0113816.686520878058
2016-12-0114202.017772068142
2017-01-0113952.685802213477
2017-02-0115795.760650523718
2017-03-0116426.174436538582
2017-04-0117042.421602043345
2017-05-0118332.923297711488
2017-06-0117643.82343888168
2017-07-0118440.59512481975
2017-08-0118605.691779419572
2017-09-0118842.56974394543
2017-10-0119151.229018397316
2017-11-0117837.632782788867
2017-12-0117421.301681228717
2018-01-0118232.429574039674
2018-02-0115576.524413515413
2018-03-0115949.786618895312
2018-04-0116064.636825001593
2018-05-0116941.3682128151
2018-06-0117050.714352045892
2018-07-0116744.545051975045
2018-08-0115046.0344898377
2018-09-0114943.978056480753
2018-10-0111048.337909033267
2018-11-0110934.618056502799
2018-12-0110421.42017270546
2019-01-0111622.769983518663
2019-02-0112308.006193521935
2019-03-0112538.362166718609
2019-04-0113381.05674005698
2019-05-0113735.264689291924
2019-06-0114802.355114546812
2019-07-0114709.739696270522
2019-08-0113868.147644789005
2019-09-0113022.529087590829
2019-10-0113976.870188178245
2019-11-0115519.11777308772
2019-12-0114963.425263429976
2020-01-0115128.52246915295
2020-02-0113550.034128300918
2020-03-0112430.59582199053
2020-04-0113099.037380754173
2020-05-0113654.729614850343
2020-06-0115281.539055479638
2020-07-0114576.85674077344
2020-08-0114596.990647164623
2020-09-0113852.040795237635
2020-10-0111798.39501916944
2020-11-0115478.85023586693
2020-12-0115056.040681706269
2021-01-0112780.92358870451
2021-02-0113010.44874375612
2021-03-0113392.99048513442
2021-04-0111399.74642823977
2021-05-0111226.553774601105
2021-06-0110501.863760704535
2021-07-018254.09642946602
2021-08-018999.257912681702
2021-09-019447.583090770257
2021-10-019208.066899736645
2021-11-017738.215402624393
2021-12-017654.282378416034
2022-01-016468.984304839439
2022-02-016538.587300524421
2022-03-015070.782950344079
2022-04-014790.3238206722435
2022-05-015007.321395454833
2022-06-012617.2774902292754
2022-07-012456.5763182934584
2022-08-012070.689259408981
2022-09-011670.4718964395518
2022-10-012022.5811687282805
2022-11-012051.2412257750375
2022-12-011844.888870150702
2023-01-012468.8591998849256
2023-02-012751.365476488673
2023-03-012331.7003554468743
2023-04-012566.098816931495
2023-05-012787.190685577906
2023-06-012677.6681869398694
2023-07-011934.1443661574012
2023-08-011588.9955036618
2023-09-011352.7546374946162
2023-10-011348.660343630794
2023-11-011197.1714706693638
2023-12-011443.2385869974069
2024-01-01815.7881901474062
2024-02-01470.84379433957946
2024-03-01388.5484325644339
2024-04-01414.34264924345945
2024-05-01342.0782798785214
2024-06-01201.8485772618163
2024-07-01199.59696364213042
2024-08-01167.78420662929503
2024-09-01145.14268991634776
2024-10-01138.10043833579547
2024-11-0124723.384403159813
2024-12-0171.64600919328522
2025-01-0163.37916197867539
2025-02-0188.1797036225049
2025-03-01107.46901378992784
2025-04-0198.54081879814922
2025-05-01106.36676749464652
2025-06-0188.96505410789281
2025-07-0174.9940823152022
2025-08-01120.36529544471918
2025-09-01157.56610791046344
2025-10-01139.79238639905228
2025-11-01126.75832395735078
2025-12-01138.24924158565844
2026-01-01152.55088726693347
2026-02-01110.73441843969873
2026-03-0193.00203116436064
2026-04-01103.50092712691512
Annual Return Matrix
YearAnnual Return
20170.2266779242800352
2018-0.4018001431009923
20190.43583360189433606
20200.006189453059430194
2021-0.49161386182249667
2022-0.7589729802296006
2023-0.21770974374217233
2024-0.9503574739209671
20250.9296153846153847
2026-0.25134542555311934
Total Factor Risk
2.989002516163035
VTI.US Exposure
0.08059569399881542
VEA.US Exposure
-0.0033464892581340643
VWO.US Exposure
0.00005605612577405113
QQQ.US Exposure
0.013351576379072612
VTV.US Exposure
0.23554530570577198
IJR.US Exposure
0.05989205707974779
QUAL.US Exposure
0.0011493605674426635
SHV.US Exposure
0.10413149644822485
TLT.US Exposure
0.0026222159506859672
LQD.US Exposure
0.018030912580513904
HYG.US Exposure
0.014982127576147027
GLD.US Exposure
0.009917222818408193
USO.US Exposure
-0.00010771031925428648
VNQ.US Exposure
0.00490537599262203
BTC-USD.CC Exposure
0.027557412360226793
CPER.US Exposure
0.0006849789077480227
VIX.INDX Exposure
0.006065454854655322
UUP.US Exposure
0.02689274708523537
TIP.US Exposure
0.031898375519393195
Idiosyncratic Exposure
0.36517582962690315
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
298.9%

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$683.1M
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 →
-3.9%
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 →
-14.5%
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 →
38.5% 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 →
1.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atos SE a high-risk investment?

Atos SE (ATO.PA) has an annualized volatility of 298.9% and experienced a maximum drawdown of 99.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ATO.PA has generated a Compound Annual Growth Rate (CAGR) of -37.9%. It has had a positive return in 40% 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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