Aubay Société Anonyme

10-Year Study

AUB.PA · Technology · FR · Common Stock

Executive Summary: Aubay Société Anonyme has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 50.1% and an annualized volatility of 53.3%.

1Y CAGR
-7.7%
3Y CAGR
+3.0%
5Y CAGR
+5.3%
10Y CAGR
+10.2%

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 →
50.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
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 →
32.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +84.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.1%
% 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.
20264.9-24.0-8.812.8————————-18.0%
20253.1-3.06.7-4.212.9-1.80.2-9.45.44.33.012.230.8%
2024-1.30.1-1.10.711.1-16.9-1.70.320.02.21.7-0.610.9%
2023-2.92.7-2.8-5.85.13.3-10.30.1-9.4-18.316.214.9-11.9%
2022-16.0-4.018.8-8.32.2-12.67.2-6.0-10.61.513.8-2.2-20.1%
20217.32.214.5-2.7-1.88.99.21.6-1.510.2-0.518.184.9%
2020-10.3-5.8-28.818.720.4-1.418.90.3-6.1-8.018.01.94.9%
201910.7-8.811.40.3-4.24.21.62.04.5-8.17.70.621.3%
201811.0-2.010.9-4.2-3.0-7.14.710.4-4.5-20.42.5-12.0-17.4%
20173.0-4.49.6-2.56.0-4.08.9-1.713.70.70.20.632.5%
2016———-7.912.8-6.812.51.47.13.1-0.03.426.1%

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 53.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.7% of variance. Idiosyncratic stock-specific factors contribute 12.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019213.129600817407
2016-05-0110391.867728676592
2016-06-019683.370875229315
2016-07-0110897.290016951909
2016-08-0111048.463878503588
2016-09-0111837.308129949144
2016-10-0112201.019436639343
2016-11-0112197.826440331604
2016-12-0112606.936349069965
2017-01-0112987.541508952001
2017-02-0112416.633769128948
2017-03-0113610.756333743586
2017-04-0113272.995378863523
2017-05-0114075.830759584793
2017-06-0113519.668857255649
2017-07-0114718.261616701111
2017-08-0114468.975686784477
2017-09-0116448.981724450223
2017-10-0116568.806167707775
2017-11-0116603.52274574461
2017-12-0116700.067343194853
2018-01-0118534.182476836264
2018-02-0118172.21280449574
2018-03-0120151.115807073358
2018-04-0119306.423147481593
2018-05-0118721.234005991224
2018-06-0117385.69073218308
2018-07-0118211.283468406753
2018-08-0120105.252769198614
2018-09-0119206.859717158582
2018-10-0115297.471146924274
2018-11-0115675.521909760117
2018-12-0113789.564126976755
2019-01-0115259.15519123145
2019-02-0113912.001021758817
2019-03-0115504.087035273898
2019-04-0115553.085014978056
2019-05-0114903.455402549753
2019-06-0115522.374195945475
2019-07-0115769.918491512435
2019-08-0116091.772519332138
2019-09-0116809.674198267654
2019-10-0115448.064463692728
2019-11-0116633.59496551564
2019-12-0116733.622831665234
2020-01-0115007.721245616885
2020-02-0114132.259712514222
2020-03-0110055.151754406335
2020-04-0111931.124166918236
2020-05-0114365.290388500567
2020-06-0114162.970531546804
2020-07-0116843.81023152126
2020-08-0116894.43373661844
2020-09-0115857.464644822701
2020-10-0114592.921998002927
2020-11-0117222.093212270396
2020-12-0117554.280937231495
2021-01-0118831.885841673826
2021-02-0119240.705478020573
2021-03-0122025.92713001881
2021-04-0121438.183591482244
2021-05-0121050.844112114806
2021-06-0122931.751155284113
2021-07-0125044.52778487332
2021-08-0125456.830689919418
2021-09-0125070.303973248494
2021-10-0127621.15969625897
2021-11-0127478.810115412303
2021-12-0132456.110814388223
2022-01-0127271.381464366157
2022-02-0126182.627777906786
2022-03-0131108.08582774075
2022-04-0128515.721152729715
2022-05-0129147.4699858347
2022-06-0125464.60999001463
2022-07-0127306.03998792467
2022-08-0125675.057473933535
2022-09-0122965.480807189466
2022-10-0123307.479738987062
2022-11-0126528.226087360377
2022-12-0125942.862782435037
2023-01-0125197.84966212293
2023-02-0125889.626825813342
2023-03-0125171.260711051247
2023-04-0123707.765367020413
2023-05-0124926.967466270344
2023-06-0125738.046582913405
2023-07-0123088.556301233075
2023-08-0123115.55163365302
2023-09-0120952.732043749857
2023-10-0117113.647446764044
2023-11-0119892.59921510345
2023-12-0122855.932006594987
2024-01-0122554.106773796528
2024-02-0122581.508487564734
2024-03-0122334.602791259316
2024-04-0122499.24529178181
2024-05-0124994.368715602723
2024-06-0120759.004249587815
2024-07-0120396.744304855674
2024-08-0120452.476604045234
2024-09-0124548.56837656457
2024-10-0125077.96716438706
2024-11-0125493.811392610827
2024-12-0125352.971228200542
2025-01-0126141.699370689454
2025-02-0125352.971228200542
2025-03-0127043.16931008058
2025-04-0125916.33188584167
2025-05-0129251.03917516197
2025-06-0128734.876808397
2025-07-0128792.234632979587
2025-08-0126096.53298655458
2025-09-0127501.741634349673
2025-10-0128677.51898381441
2025-11-0129549.729466131015
2025-12-0133149.1071221234
2026-01-0134774.63251515222
2026-02-0126414.787636718294
2026-03-0124092.60850381998
2026-04-0127169.495854910245
Annual Return Matrix
YearAnnual Return
20170.3246729324866342
2018-0.17428092692117836
20190.21349904011316556
20200.04904246461282269
20210.8489000449771147
2022-0.20067863550261777
2023-0.11898959655023489
20240.10925125349887477
20250.3075038354972408
2026-0.18038528896672512
Total Factor Risk
0.5331029238453051
VTI.US Exposure
-0.027911277169767334
VEA.US Exposure
-0.002492315216948273
VWO.US Exposure
-0.011365399321144115
QQQ.US Exposure
0.014120004557046146
VTV.US Exposure
-0.007099991280362616
IJR.US Exposure
0.027241084856351565
QUAL.US Exposure
0.011681081488147584
SHV.US Exposure
0.7167696479785752
TLT.US Exposure
-0.005269853689818124
LQD.US Exposure
0.06505266865628404
HYG.US Exposure
0.05371760691971853
GLD.US Exposure
0.0008049100879427649
USO.US Exposure
0.004699641066673331
VNQ.US Exposure
0.007959083301909161
BTC-USD.CC Exposure
-0.000393564209997229
CPER.US Exposure
0.020992502858491767
VIX.INDX Exposure
0.0006452583259565169
UUP.US Exposure
-0.001982350972721687
TIP.US Exposure
0.009123662229668431
Idiosyncratic Exposure
0.12370759953399424
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.3%

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 →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.17%
Market Cap$559.9M
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 →
+3.0%
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 →
-4.2%
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 →
23.7% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aubay Société Anonyme a high-risk investment?

Aubay Société Anonyme (AUB.PA) has an annualized volatility of 53.3% and experienced a maximum drawdown of 50.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AUB.PA has generated a Compound Annual Growth Rate (CAGR) of 10.2%. 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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