BAJFINANCE.NSE

10-Year Study

BAJFINANCE.NSE · Unknown · Unknown · Common Stock

Executive Summary: BAJFINANCE.NSE has compounded at 28.8% annually over the last 10 years, with a maximum drawdown of 56.2% and an annualized volatility of 45.9%.

1Y CAGR
-1.4%
3Y CAGR
+9.9%
5Y CAGR
+10.6%
10Y CAGR
+28.8%

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 →
56.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.88
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +109.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -8.2%
% 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.
2026-5.87.1-19.513.0————————-8.2%
202515.68.24.9-3.57.02.0-5.9-0.413.84.4-0.5-4.945.5%
2024-6.3-5.411.5-4.4-3.36.8-4.35.87.0-10.6-4.63.8-6.4%
2023-10.53.8-8.111.811.32.92.0-1.99.0-4.1-4.92.911.9%
20220.30.03.7-8.1-8.8-10.933.51.30.4-2.6-5.9-2.2-5.4%
2021-10.611.2-2.25.93.26.93.720.81.9-3.5-5.4-0.332.0%
20203.12.3-50.34.6-15.744.914.87.3-6.00.948.37.925.3%
2019-2.72.913.13.312.06.2-11.52.521.4-0.51.23.960.4%
2018-4.5-2.27.87.910.68.817.75.9-24.19.96.54.250.8%
201723.16.95.79.04.03.524.44.63.2-2.0-4.11.7109.1%
2016———-1.411.15.429.86.2-4.11.6-14.2-8.421.7%

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 45.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.2% of variance. Idiosyncratic stock-specific factors contribute 18.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019862.727179848112
2016-05-0110959.903962947406
2016-06-0111548.99933023805
2016-07-0114992.63261854219
2016-08-0115915.447662076716
2016-09-0115261.982495374103
2016-10-0115502.640451351444
2016-11-0113294.792884630666
2016-12-0112173.161844002225
2017-01-0114987.357391788037
2017-02-0116017.928051673838
2017-03-0116927.084492172868
2017-04-0118446.198817132285
2017-05-0119179.741403775643
2017-06-0119846.794791749442
2017-07-0124680.144396135813
2017-08-0125822.06127754254
2017-09-0126635.747125131966
2017-10-0126093.04696279983
2017-11-0125027.212768614274
2017-12-0125456.875276702503
2018-01-0124314.23414423721
2018-02-0123769.363499108877
2018-03-0125614.1081381753
2018-04-0127645.06703295456
2018-05-0130575.20745592626
2018-06-0133277.11116913192
2018-07-0139163.283422824126
2018-08-0141467.0147915224
2018-09-0131471.14234144237
2018-10-0134585.60125324948
2018-11-0136837.7904666765
2018-12-0138397.5661531825
2019-01-0137377.062355972805
2019-02-0138453.44927404616
2019-03-0143488.392684837265
2019-04-0144941.46280550794
2019-05-0150329.150537512345
2019-06-0153435.6199838803
2019-07-0147290.193095775954
2019-08-0148460.06970065046
2019-09-0158836.27158279507
2019-10-0158567.249775800025
2019-11-0159245.61646479209
2019-12-0161580.279483715705
2020-01-0163487.41642165488
2020-02-0164940.84980304458
2020-03-0132295.462646581378
2020-04-0133786.4912420111
2020-05-0128474.602399791125
2020-06-0141262.04947156917
2020-07-0147387.960177543675
2020-08-0150834.95930344757
2020-09-0147785.84872461431
2020-10-0148228.93598665017
2020-11-0171546.1556799219
2020-12-0177177.9636966319
2021-01-0169006.4319851063
2021-02-0176736.32039595419
2021-03-0175059.46805008457
2021-04-0179461.86557083017
2021-05-0182027.82123031864
2021-06-0187681.48392003724
2021-07-0190921.73320770566
2021-08-01109847.38963117685
2021-09-01111943.75815917632
2021-10-01108032.78427989238
2021-11-01102150.26733718542
2021-12-01101859.02305570377
2022-01-01102194.06749838236
2022-02-01102223.99110011238
2022-03-01105985.31972619223
2022-04-0197399.14406693078
2022-05-0188791.05470479392
2022-06-0179126.96643243918
2022-07-01105626.191097842
2022-08-01107049.61006232192
2022-09-01107481.84491037676
2022-10-01104673.8213892452
2022-11-0198473.91447480445
2022-12-0196338.42276736557
2023-01-0186246.27714522483
2023-02-0189553.1847748351
2023-03-0182295.40815747352
2023-04-0192014.68481456676
2023-05-01102413.78574428715
2023-06-01105361.38311518771
2023-07-01107416.93930140423
2023-08-01105396.68297555936
2023-09-01114927.71792805167
2023-10-01110247.1852970224
2023-11-01104791.94469355553
2023-12-01107820.83981337481
2024-01-01100981.00373477428
2024-02-0195572.86896504751
2024-03-01106606.922387077
2024-04-01101873.40818017733
2024-05-0198550.25371490845
2024-06-01105224.11597098454
2024-07-01100660.57145451863
2024-08-01106475.17680580309
2024-09-01113911.26902861813
2024-10-01101885.00527863232
2024-11-0197243.82286499189
2024-12-01100897.90784529634
2025-01-01116604.14798333541
2025-02-01126145.31790988863
2025-03-01132286.72168552974
2025-04-01127686.21539090258
2025-05-01136598.11785539953
2025-06-01139343.32451669298
2025-07-01131115.15137755277
2025-08-01130616.69410041888
2025-09-01148627.92339739588
2025-10-01155159.87785358322
2025-11-01154371.27515864276
2025-12-01146827.5397032614
2026-01-01138353.8568071653
2026-02-01148181.54862585283
2026-03-01119263.89756047723
2026-04-01134790.30547956092
Annual Return Matrix
YearAnnual Return
20171.0912295098783416
20180.5083377569250616
20190.6037547598211963
20200.2532902471974139
20210.3197941248629881
2022-0.054198441362618754
20230.11918834371761045
2024-0.06420773553666659
20250.4552089616009436
2026-0.08198212847554176
Total Factor Risk
0.45866185441161816
VTI.US Exposure
0.011857503018970497
VEA.US Exposure
0.01748613965711216
VWO.US Exposure
-0.005255897444277506
QQQ.US Exposure
0.14229833738263992
VTV.US Exposure
-0.010208368237542597
IJR.US Exposure
-0.01564204821984954
QUAL.US Exposure
-0.031848380947227015
SHV.US Exposure
0.5321965126535101
TLT.US Exposure
0.0008365896575100505
LQD.US Exposure
-0.0016173218227378435
HYG.US Exposure
0.07251987958681357
GLD.US Exposure
0.020904544735832926
USO.US Exposure
0.0011306183032497423
VNQ.US Exposure
0.06107466787459892
BTC-USD.CC Exposure
-0.0025186823090661285
CPER.US Exposure
0.007270362871501393
VIX.INDX Exposure
0.008563374166426305
UUP.US Exposure
0.008560122393223417
TIP.US Exposure
0.00022666248084205794
Idiosyncratic Exposure
0.18216538419846967
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
45.9%

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$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 →
-2.5%
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 →
-5.9%
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 →
17.2% 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 BAJFINANCE.NSE a high-risk investment?

BAJFINANCE.NSE (BAJFINANCE.NSE) has an annualized volatility of 45.9% and experienced a maximum drawdown of 56.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAJFINANCE.NSE has generated a Compound Annual Growth Rate (CAGR) of 28.8%. 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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