Atomera Inc

10-Year Study

ATOM.US · Technology · US · Common Stock

Executive Summary: Atomera Inc has compounded at -5.7% annually over the last 10 years, with a maximum drawdown of 92.3% and an annualized volatility of 108.6%.

1Y CAGR
-14.6%
3Y CAGR
-17.0%
5Y CAGR
-21.6%
10Y CAGR
-5.7%

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 →
92.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
89.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +422.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -80.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202632.672.0-24.439.6————————140.7%
2025-24.5-33.0-31.99.740.1-18.0-0.8-34.434.8-28.5-21.5-10.9-80.9%
202412.1-19.8-2.2-24.7-10.3-8.4-7.9-23.4-2.258.248.687.765.5%
202317.4-9.2-3.924.016.2-4.5-1.6-26.3-1.62.27.71.712.7%
2022-29.813.6-18.6-20.016.3-22.824.510.7-21.7-11.1-5.3-27.1-69.1%
202178.5-2.6-12.4-32.15.522.2-17.739.8-6.4-6.411.5-16.525.0%
202035.15.5-20.352.063.23.718.219.5-17.8-22.015.171.5422.4%
201922.38.3-30.3-1.962.319.29.9-26.6-7.1-10.6-9.51.07.3%
201827.011.51.8-18.918.81.8-6.2-6.110.9-31.4-12.2-20.3-33.7%
2017-7.4-7.522.5-10.6-26.9-8.013.8-15.1-5.6-14.419.29.1-35.9%
2016————————-16.5-4.9-9.00.0-27.7%

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 108.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 16.4% of variance. Idiosyncratic stock-specific factors contribute 45.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-08-0110000
2016-09-018351.17773019272
2016-10-017944.325481798715
2016-11-017226.980728051392
2016-12-017226.980728051392
2017-01-016691.648822269808
2017-02-016188.436830835118
2017-03-017580.299785867238
2017-04-016777.301927194861
2017-05-014957.173447537473
2017-06-014561.8843683083505
2017-07-015192.826552462528
2017-08-014411.134903640257
2017-09-014164.882226980729
2017-10-013565.3104925053535
2017-11-014250.535331905782
2017-12-014635.9743040685225
2018-01-015888.650963597431
2018-02-016563.169164882226
2018-03-016680.942184154176
2018-04-015417.558886509636
2018-05-016434.689507494646
2018-06-016552.462526766596
2018-07-016145.610278372591
2018-08-015770.877944325482
2018-09-016402.569593147752
2018-10-014389.721627408993
2018-11-013854.389721627409
2018-12-013072.8051391862955
2019-01-013758.0299785867237
2019-02-014068.5224839400425
2019-03-012837.259100642398
2019-04-012783.725807957782
2019-05-014518.201060162367
2019-06-015385.439196796949
2019-07-015920.771102578533
2019-08-014346.895013682592
2019-09-014036.402549171856
2019-10-013608.1369224401305
2019-11-013265.5245742144375
2019-12-013297.6444579293943
2020-01-014453.9612927324515
2020-02-014700.213989813272
2020-03-013747.3233404710923
2020-04-015695.9316613076835
2020-05-019293.362211108973
2020-06-019635.974304068523
2020-07-0111391.863322615367
2020-08-0113608.137085810464
2020-09-0111188.436626622202
2020-10-018725.909655813997
2020-11-0110042.826674990278
2020-12-0117226.980891421725
2021-01-0130749.463932927723
2021-02-0129957.172957426475
2021-03-0126231.263383297643
2021-04-0117815.845170929806
2021-05-0118790.149076081958
2021-06-0122955.032691710512
2021-07-0118897.215865664104
2021-08-0126413.27631294855
2021-09-0124721.62757236391
2021-10-0123137.045621361416
2021-11-0125792.291383927077
2021-12-0121541.756787187795
2022-01-0115128.47977991533
2022-02-0117184.153358737203
2022-03-0113982.869828283405
2022-04-0111188.436626622202
2022-05-0113008.564902066675
2022-06-0110042.826674990278
2022-07-0112505.353645798481
2022-08-0113843.683410252443
2022-09-0110845.824533662653
2022-10-019646.681187239654
2022-11-019132.76202673575
2022-12-016659.528683288705
2023-01-017815.846028624051
2023-02-017098.501193191561
2023-03-016820.128357129638
2023-04-018458.244213455495
2023-05-019828.694116890558
2023-06-019389.722117519992
2023-07-019239.8288163179
2023-08-016809.421984490797
2023-09-016702.3557054409375
2023-10-016852.248496110741
2023-11-017376.873518721194
2023-12-017505.353564113315
2024-01-018415.41770183555
2024-02-016745.182217060881
2024-03-016595.288915858789
2024-04-014967.879942704064
2024-05-014453.9612927324515
2024-06-014079.2290607918
2024-07-013758.029968376078
2024-08-012880.0857143687995
2024-09-012815.845946938884
2024-10-014453.9612927324515
2024-11-016616.702171668761
2024-12-0112419.700622558594
2025-01-019379.01523434886
2025-02-016284.796451348054
2025-03-014282.655246252677
2025-04-014700.213989813272
2025-05-016584.582543219948
2025-06-015396.145569435789
2025-07-015353.3190578158465
2025-08-013511.777271295258
2025-09-014732.334128794374
2025-10-013383.2977364354265
2025-11-012655.246273097951
2025-12-012366.167064397187
2026-01-013137.045039354606
2026-02-015396.145610278372
2026-03-014079.229122055675
2026-04-015695.931477516061
Annual Return Matrix
YearAnnual Return
2017-0.35851851851851846
2018-0.3371824480369515
20190.07317070512406088
20204.224026152970603
20210.25046616832985724
2022-0.6908548940980739
20230.12700972111541575
20240.6547788876919967
2025-0.8094827615973781
20261.4072397774529821
Total Factor Risk
1.0855987484347782
VTI.US Exposure
0.13381669425995651
VEA.US Exposure
0.16402044380018926
VWO.US Exposure
-0.016315930540416138
QQQ.US Exposure
0.00052729931381325
VTV.US Exposure
0.008692874691152954
IJR.US Exposure
0.047393092402480276
QUAL.US Exposure
-0.028917568308114608
SHV.US Exposure
0.0897831919059959
TLT.US Exposure
-0.001138072333485179
LQD.US Exposure
0.04097900367056342
HYG.US Exposure
0.0020785753509680567
GLD.US Exposure
0.005494222465217687
USO.US Exposure
-0.0013086494276653119
VNQ.US Exposure
0.009866773037250214
BTC-USD.CC Exposure
0.016966560362395133
CPER.US Exposure
0.004622489443866505
VIX.INDX Exposure
-0.016657804329375137
UUP.US Exposure
0.05864115984565125
TIP.US Exposure
0.028799890791680924
Idiosyncratic Exposure
0.452655753597875
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
108.6%

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$157.6M
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 →
+18.3%
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 →
+44.3%
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 →
30.3% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Atomera Inc a high-risk investment?

Atomera Inc (ATOM.US) has an annualized volatility of 108.6% and experienced a maximum drawdown of 92.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ATOM.US has generated a Compound Annual Growth Rate (CAGR) of -5.7%. It has had a positive return in 60% 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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