Braskem SA Class A

10-Year Study

BAK.US · Basic Materials · US · Common Stock

Executive Summary: Braskem SA Class A has compounded at -6.8% annually over the last 10 years, with a maximum drawdown of 89.0% and an annualized volatility of 70.5%.

1Y CAGR
-1.2%
3Y CAGR
-25.4%
5Y CAGR
-25.8%
10Y CAGR
-6.8%

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 →
89.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
53.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +167.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -56.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202620.37.9-4.42.5————————27.1%
202520.2-20.54.3-3.41.9-13.5-3.710.1-30.53.715.12.1-23.6%
2024-17.917.024.3-22.1-12.3-10.3-3.61.616.1-17.2-17.4-23.1-56.2%
20230.3-16.0-0.62.112.132.2-8.8-16.8-7.1-22.221.813.4-4.1%
2022-10.5-1.2-0.1-5.815.5-24.4-0.3-17.0-17.632.8-15.2-16.1-53.2%
2021-1.626.826.436.12.620.0-7.014.4-14.0-11.3-8.736.1167.2%
2020-0.7-17.7-45.118.231.5-16.21.6-11.6-3.96.65.87.0-39.1%
201916.51.2-10.41.8-11.6-15.3-3.2-21.312.2-11.1-2.412.1-33.1%
201818.5-8.51.8-10.7-3.38.611.50.1-0.5-3.51.1-13.2-2.6%
2017-2.5-0.4-1.35.9-4.50.615.90.510.819.6-12.6-3.327.4%
2016———16.7-18.62.2-3.028.93.821.4-8.130.082.8%

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 70.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 20.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111673.551902962115
2016-05-019502.6306206758
2016-06-019707.429776868117
2016-07-019420.76118484662
2016-08-0112140.5341603988
2016-09-0112599.229020957067
2016-10-0115294.767638970856
2016-11-0114053.918306357438
2016-12-0118276.22144928992
2017-01-0117828.074184758723
2017-02-0117759.138110724645
2017-03-0117535.127261768732
2017-04-0118577.706902397065
2017-05-0117750.59958060749
2017-06-0117853.940908348923
2017-07-0120697.522570599835
2017-08-0120792.325368224116
2017-09-0123041.22352113914
2017-10-0127547.809490325093
2017-11-0124075.264631650323
2017-12-0123287.585228342898
2018-01-0127597.40830497621
2018-02-0125256.218686824297
2018-03-0125708.509649794698
2018-04-0122968.269315285226
2018-05-0122202.6896369869
2018-06-0124103.14042115044
2018-07-0126884.315473574505
2018-08-0126902.89933324125
2018-09-0126763.771518979396
2018-10-0125827.421238338004
2018-11-0126124.135159909092
2018-12-0122675.57352553397
2019-01-0126420.72351486081
2019-02-0126726.729366265274
2019-03-0123936.262384007834
2019-04-0124370.974020266454
2019-05-0121550.119916121497
2019-06-0118260.77675510742
2019-07-0117673.75280955311
2019-08-0113904.870729165359
2019-09-0115599.392257562251
2019-10-0113861.80137872148
2019-11-0113523.650472758321
2019-12-0115162.922688632454
2020-01-0115060.46032722661
2020-02-0112396.69006391341
2020-03-016802.822737603436
2020-04-018042.541970642525
2020-05-0110573.086050804255
2020-06-018862.115295269905
2020-07-019005.512374590338
2020-08-017960.546968193976
2020-09-017653.159883976444
2020-10-018155.175228217331
2020-11-018626.426750712591
2020-12-019230.904456359322
2021-01-019087.507377038888
2021-02-0111525.885558583106
2021-03-0114568.741445774056
2021-04-0119834.754328909203
2021-05-0120357.237032107383
2021-06-0124424.5909667374
2021-07-0122723.91667399139
2021-08-0125992.16464295132
2021-09-0122365.298409070932
2021-10-0119845.050791697533
2021-11-0118123.783573374854
2021-12-0124663.293110159597
2022-01-0122067.203254686774
2022-02-0121809.917251597835
2022-03-0121798.23955599643
2022-04-0120542.698928916736
2022-05-0123732.091060912368
2022-06-0117930.913246022676
2022-07-0117880.686598274715
2022-08-0114841.974409522973
2022-09-0112230.188726628914
2022-10-0116235.763884528938
2022-11-0113774.658144878766
2022-12-0111552.128982031416
2023-01-0111589.798967842391
2023-02-019731.41300116777
2023-03-019668.629691482816
2023-04-019869.536282474668
2023-05-0111062.419166488782
2023-06-0114628.511156594133
2023-07-0113335.174977084092
2023-08-0111100.089152299752
2023-09-0110309.019450269341
2023-10-018023.706977737039
2023-11-019769.082986978741
2023-12-0111074.975828425773
2024-01-019091.023242381245
2024-02-0110635.492660631098
2024-03-0113222.165019651175
2024-04-0110296.46278833235
2024-05-019028.239932696293
2024-06-018099.0469493589835
2024-07-017810.243724808197
2024-08-017935.810344178105
2024-09-019216.589861751152
2024-10-017634.450457690328
2024-11-016303.444292369316
2024-12-014846.871507678398
2025-01-015826.2911387636705
2025-02-014633.408254749557
2025-03-014834.314845741408
2025-04-014671.07824056053
2025-05-014758.974874119464
2025-06-014118.58511533294
2025-07-013967.9051720890525
2025-08-014369.718354072754
2025-09-013038.712188751742
2025-10-013151.722146184658
2025-11-013628.875299790304
2025-12-013704.2152714122485
2026-01-014457.614987631688
2026-02-014809.201521867427
2026-03-014595.738268938586
2026-04-014708.748226371501
Annual Return Matrix
YearAnnual Return
20170.27420130539333565
2018-0.02628059959020823
2019-0.3313102898342064
2020-0.39121865580178206
20211.671817612971679
2022-0.5316063864450962
2023-0.04130434782608683
2024-0.562358276643991
2025-0.23575129533678751
20260.27118644067796605
Total Factor Risk
0.7049083228113637
VTI.US Exposure
-0.06333962871241092
VEA.US Exposure
-0.03935350171369366
VWO.US Exposure
0.022032917413096657
QQQ.US Exposure
0.09557429853498371
VTV.US Exposure
0.22891439417198853
IJR.US Exposure
-0.024790047332081323
QUAL.US Exposure
-0.021734007552068956
SHV.US Exposure
0.0010698403451741378
TLT.US Exposure
0.08573544805116874
LQD.US Exposure
0.23294560697850772
HYG.US Exposure
0.19704467280073457
GLD.US Exposure
0.0031876167125739472
USO.US Exposure
0.023618956263676605
VNQ.US Exposure
0.007693818226234543
BTC-USD.CC Exposure
-0.0030261268075759
CPER.US Exposure
-0.0053556889994690994
VIX.INDX Exposure
0.02393881091803055
UUP.US Exposure
0.03405122001614088
TIP.US Exposure
-0.001029459408026693
Idiosyncratic Exposure
0.20282086009301573
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
70.5%

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$1.4B
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 →
-5.8%
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 →
+15.0%
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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Braskem SA Class A a high-risk investment?

Braskem SA Class A (BAK.US) has an annualized volatility of 70.5% and experienced a maximum drawdown of 89.0% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAK.US has generated a Compound Annual Growth Rate (CAGR) of -6.8%. It has had a positive return in 30% 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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