Balyo SA

10-Year Study

BALYO.PA · Industrials · FR · Common Stock

Executive Summary: Balyo SA has compounded at -20.6% annually over the last 10 years, with a maximum drawdown of 95.4% and an annualized volatility of 148.9%.

1Y CAGR
+60.8%
3Y CAGR
+4.8%
5Y CAGR
-16.7%
10Y CAGR
-20.6%

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 →
95.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +112.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.00.00.30.0————————0.3%
202524.30.06.71.52.43.1-3.50.5-7.2-10.0-3.190.4112.4%
2024-1.8-9.5-9.5-10.2-3.2-14.618.9-1.2-15.9-34.5-11.7-0.5-66.0%
202333.042.2-25.7-5.6-3.057.20.02.20.01.1-5.83.6104.2%
2022-8.9-11.323.1-16.2-0.9-21.8-4.5-8.3-31.0-16.811.5-6.2-66.1%
202121.827.5-1.6-15.6-17.7-6.6-6.014.4-8.2-12.4-7.68.7-13.8%
20209.8-31.1-31.615.6-10.5-10.952.3-17.8-0.6-10.748.10.6-21.0%
201929.20.4-5.521.4-16.1-16.2-18.92.8-5.5-13.5-26.132.2-30.4%
20189.8-3.2-9.2-8.4-5.3-18.5-15.9-3.9-25.38.912.8-10.1-54.6%
2017——————-1.90.822.9-0.58.2-7.920.6%

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 148.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.3% of variance. Idiosyncratic stock-specific factors contribute 7.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-019813.067898423438
2017-08-019887.884110771365
2017-09-0112149.502309543946
2017-10-0112093.552794222885
2017-11-0113084.162817426757
2017-12-0112056.036258755666
2018-01-0113233.578383536098
2018-02-0112803.764665061914
2018-03-0111626.222540281484
2018-04-0110654.262355517967
2018-05-0110093.46605078828
2018-06-018224.361893609177
2018-07-016915.837182573244
2018-08-016644.763949428577
2018-09-014962.5918938260365
2018-10-015401.947390106911
2018-11-016093.509422505585
2018-12-015476.546743868324
2019-01-017074.794526489276
2019-02-017102.769284149806
2019-03-016710.255242556329
2019-04-018143.040171840736
2019-05-016831.045682058057
2019-06-015725.066911509065
2019-07-014640.773978930399
2019-08-014770.88900675236
2019-09-014510.658434077277
2019-10-013903.4544538769633
2019-11-012884.2192937248587
2019-12-013812.373986104707
2020-01-014185.370606006793
2020-02-012884.2192937248587
2020-03-011973.413194166599
2020-04-012281.352429415495
2020-05-012042.8078239685287
2020-06-011819.4435119132556
2020-07-012771.452729466695
2020-08-012277.0150550089656
2020-09-012264.0037073361173
2020-10-012021.1219859982018
2020-11-012992.648483576493
2020-12-013009.997205655871
2021-01-013664.910236203368
2021-02-014673.302477370309
2021-03-014597.401785958585
2021-04-013881.7686159066366
2021-05-013196.495515606914
2021-06-012983.974251794595
2021-07-012806.15017362545
2021-08-013209.5071217953423
2021-09-012944.9396917448908
2021-10-012580.617303624702
2021-11-012385.44450337618
2021-12-012593.6286512975503
2022-01-012363.758665405853
2022-02-012097.022548152136
2022-03-012580.617303624702
2022-04-012162.0800620631167
2022-05-012142.5627820382647
2022-06-011676.316877902866
2022-07-011600.4163157489318
2022-08-011468.1326007237058
2022-09-011012.7296155734707
2022-10-01842.4956194712773
2022-11-01938.9976759939061
2022-12-01880.4458359193495
2023-01-011171.036413717763
2023-02-011665.4739589177025
2023-03-011238.2624855742185
2023-04-011168.8677265144984
2023-05-011134.1704116135334
2023-06-011782.5776390668161
2023-07-011782.5776390668161
2023-08-011821.6120698587304
2023-09-011821.6120698587304
2023-10-011841.1293498835826
2023-11-011734.8687179774226
2023-12-011797.7576739429287
2024-01-011765.2289169874387
2024-02-011598.247757803457
2024-03-011446.4467627533788
2024-04-011298.9828835942499
2024-05-011257.7797655990707
2024-06-011074.5342925662394
2024-07-011277.297045623923
2024-08-011262.1170107478104
2024-09-011061.5227510067061
2024-10-01695.0317403121484
2024-11-01613.7097832945275
2024-12-01610.4569463763155
2025-01-01759.0050398792868
2025-02-01759.0050398792868
2025-03-01809.966797886892
2025-04-01821.8940604736878
2025-05-01841.4113404985402
2025-06-01867.4343589887113
2025-07-01837.0741599786958
2025-08-01841.4113404985402
2025-09-01780.6909424785088
2025-10-01702.6218223790999
2025-11-01680.9359616594019
2025-12-011296.814347364084
2026-01-011296.814347364084
2026-02-011296.814347364084
2026-03-011301.1515190943985
2026-04-011301.1515190943985
Annual Return Matrix
YearAnnual Return
2018-0.5457423462963629
2019-0.3038726474172553
2020-0.21046643990682146
2021-0.1383285517926569
2022-0.6605351211404622
20231.0418719705406239
2024-0.6604342424875139
20251.1243338372378253
20260.0033444816053511683
Total Factor Risk
1.4886346876067604
VTI.US Exposure
0.017246468608253015
VEA.US Exposure
0.0002627297239718973
VWO.US Exposure
0.002253709593632877
QQQ.US Exposure
0.07651341491220397
VTV.US Exposure
0.03107456501483472
IJR.US Exposure
0.0024074893434862894
QUAL.US Exposure
-0.005877004050397002
SHV.US Exposure
0.7625522008385814
TLT.US Exposure
-0.00201050147014922
LQD.US Exposure
0.002282225738330643
HYG.US Exposure
-0.0004149127339358391
GLD.US Exposure
0.0019434847785271216
USO.US Exposure
-0.00015132574012244793
VNQ.US Exposure
0.018834684600630217
BTC-USD.CC Exposure
-0.0003804359580520947
CPER.US Exposure
0.0036564452483496598
VIX.INDX Exposure
0.005516187105724255
UUP.US Exposure
0.011626877119119508
TIP.US Exposure
0.0002002685675099165
Idiosyncratic Exposure
0.07246342875950101
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
148.9%

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$100.3M
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 →
+0.3%
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 →
+28.2%
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 →
0.0% 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 →
1.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Balyo SA a high-risk investment?

Balyo SA (BALYO.PA) has an annualized volatility of 148.9% and experienced a maximum drawdown of 95.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BALYO.PA has generated a Compound Annual Growth Rate (CAGR) of -20.6%. It has had a positive return in 33% 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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