BAJAJFINSV.NSE

10-Year Study

BAJAJFINSV.NSE · Unknown · Unknown · Common Stock

Executive Summary: BAJAJFINSV.NSE has compounded at -1.2% annually over the last 10 years, with a maximum drawdown of 86.4% and an annualized volatility of 147.3%.

1Y CAGR
-81.0%
3Y CAGR
-25.3%
5Y CAGR
-13.2%
10Y CAGR
-1.2%

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 →
86.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +93.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -80.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.7-79.2-18.112.1————————-80.4%
20250.6-10.7-0.31.97.2-0.2-4.47.80.52.52.03.08.9%
202412.83.215.7-2.72.05.41.712.713.4-20.3-8.2-2.630.5%
20235.6-4.16.114.13.15.95.1-6.49.84.914.611.693.7%
20229.7-1.03.52.13.6-0.55.64.4-13.64.12.1-3.615.5%
202116.3-5.2-3.44.49.4-1.4-4.2-2.72.8-3.3-12.60.3-2.4%
2020-0.2-9.1-26.929.73.34.36.3-1.3-2.90.29.98.513.0%
2019-6.113.51.71.2-2.0-3.4-9.010.85.510.4-2.20.319.7%
20180.1-9.5-9.17.6-6.92.2-1.91.7-2.1-3.55.9-0.9-16.7%
20177.6-2.71.82.1-0.6-1.92.70.210.54.81.50.929.2%
2016———3.65.12.70.610.3-5.10.7-5.7-2.09.6%

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 147.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.1% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110357.446705607425
2016-05-0110882.810076318938
2016-06-0111180.404407481084
2016-07-0111246.66766585503
2016-08-0112403.063102883341
2016-09-0111774.6891448702
2016-10-0111860.053798405084
2016-11-0111181.49584188064
2016-12-0110961.002816133521
2017-01-0111799.045977708616
2017-02-0111476.114591818407
2017-03-0111682.450006420582
2017-04-0111926.264036861516
2017-05-0111851.098605020108
2017-06-0111623.109080204005
2017-07-0111932.172524742522
2017-08-0111957.452680046912
2017-09-0113210.33660793827
2017-10-0113837.845436077829
2017-11-0114043.472194221527
2017-12-0114162.858823607003
2018-01-0114177.938464049197
2018-02-0112833.07015194603
2018-03-0111660.904522379125
2018-04-0112544.172380424892
2018-05-0111684.698826824406
2018-06-0111939.60824488167
2018-07-0111706.995641892097
2018-08-0111901.241222132376
2018-09-0111652.361849815783
2018-10-0111245.877539767202
2018-11-0111904.925459815235
2018-12-0111794.144868260377
2019-01-0111076.128454587082
2019-02-0112576.549445663832
2019-03-0112785.535856141705
2019-04-0112938.591426317249
2019-05-0112686.243775494013
2019-06-0112257.646280335961
2019-07-0111155.393231270424
2019-08-0112360.256631918792
2019-09-0113040.707787449099
2019-10-0114395.18046363461
2019-11-0114078.89079228956
2019-12-0114118.788926803158
2020-01-0114096.846439964707
2020-02-0112811.081111033664
2020-03-019367.460098955857
2020-04-0112151.042623746225
2020-05-0112554.9470621987
2020-06-0113090.172784152166
2020-07-0113918.830127158571
2020-08-0113743.048409900344
2020-09-0113345.163671838782
2020-10-0113372.02666565627
2020-11-0114699.781182920915
2020-12-0115952.731062416988
2021-01-0118554.737827499826
2021-02-0117595.45621893243
2021-03-0117002.10256302161
2021-04-0117757.807085866272
2021-05-0119420.915167744028
2021-06-0119147.861299378517
2021-07-0118352.034923831714
2021-08-0117864.432726324245
2021-09-0118366.650316703486
2021-10-0117765.71351941945
2021-11-0115528.018246093368
2021-12-0115570.907479855987
2022-01-0117082.352734269476
2022-02-0116917.981937795223
2022-03-0117505.740052655245
2022-04-0117872.578396090594
2022-05-0118517.3652514961
2022-06-0118429.729793689155
2022-07-0119463.188853195996
2022-08-0120310.441962393877
2022-09-0117540.462925951997
2022-10-0118256.948227860983
2022-11-0118649.000774996013
2022-12-0117979.502758522853
2023-01-0118984.870313928346
2023-02-0118203.995555120477
2023-03-0119315.516744401193
2023-04-0122036.27260669062
2023-05-0122708.50308866883
2023-06-0124040.668604436887
2023-07-0125269.719432821374
2023-08-0123642.258839875067
2023-09-0125947.660547866446
2023-10-0127230.51236767166
2023-11-0131209.491651496723
2023-12-0134830.79857177274
2024-01-0139290.43315074222
2024-02-0140529.47758699372
2024-03-0146877.39713069139
2024-04-0145624.5183754749
2024-05-0146552.51693954036
2024-06-0149084.525774986316
2024-07-0149924.2422968849
2024-08-0156264.601976246304
2024-09-0163777.88120253828
2024-10-0150813.290619108404
2024-11-0146666.889953798964
2024-12-0145452.6407345819
2025-01-0145706.80528745654
2025-02-0140825.551151741325
2025-03-0140701.31126015024
2025-04-0141482.13687854676
2025-05-0144462.859741756794
2025-06-0144366.156584886245
2025-07-0142416.92716472888
2025-08-0145719.49385893572
2025-09-0145968.44435553191
2025-10-0147101.96363790604
2025-11-0148060.68789075517
2025-12-0149488.18063187586
2026-01-0150836.221086848826
2026-02-0110558.679276441066
2026-03-018643.34962769026
2026-04-019692.64935743093
Annual Return Matrix
YearAnnual Return
20170.2921134189255623
2018-0.1672482925126949
20190.19710153508447315
20200.1298937285004853
2021-0.023934684353861924
20220.15468560723148972
20230.9372503811464883
20240.3049554589143766
20250.08878559819789689
2026-0.8041421358863253
Total Factor Risk
1.4727149303787328
VTI.US Exposure
0.0173080518868243
VEA.US Exposure
0.026779602230260113
VWO.US Exposure
0.009823142388982842
QQQ.US Exposure
-0.0008439527294305761
VTV.US Exposure
0.006116282019710089
IJR.US Exposure
0.004258662136513977
QUAL.US Exposure
-0.0020068180677567755
SHV.US Exposure
0.6405585926407046
TLT.US Exposure
0.054174696732908055
LQD.US Exposure
0.07164585860979239
HYG.US Exposure
0.020769544970466867
GLD.US Exposure
0.000049642483756906586
USO.US Exposure
0.004809934629062388
VNQ.US Exposure
0.002870223922306407
BTC-USD.CC Exposure
-0.00014730421188817368
CPER.US Exposure
-0.00001023776064608859
VIX.INDX Exposure
-0.0012684082035760973
UUP.US Exposure
0.01033122183577429
TIP.US Exposure
0.007634178285804768
Idiosyncratic Exposure
0.1271470862004298
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
147.3%

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 →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$0
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
1.30
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 →
-59.3%
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 →
-76.5%
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 →
81.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BAJAJFINSV.NSE a high-risk investment?

BAJAJFINSV.NSE (BAJAJFINSV.NSE) has an annualized volatility of 147.3% and experienced a maximum drawdown of 86.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BAJAJFINSV.NSE?

Over the past 10 years, BAJAJFINSV.NSE has generated a Compound Annual Growth Rate (CAGR) of -1.2%. It has had a positive return in 70% 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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