BB Seguridade Participacoes SA

10-Year Study

BBSEY.US · Financial Services · US · Common Stock

Executive Summary: BB Seguridade Participacoes SA has compounded at 8.4% annually over the last 10 years, with a maximum drawdown of 54.2% and an annualized volatility of 36.6%.

1Y CAGR
+22.6%
3Y CAGR
+16.9%
5Y CAGR
+20.3%
10Y CAGR
+8.4%

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 →
54.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +84.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -31.9%
% 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.
20268.34.2-1.31.5————————13.1%
202512.74.19.26.7-12.60.0-8.56.33.7-1.84.92.627.4%
20240.50.7-3.4-4.6-1.5-2.94.58.41.1-9.7-5.34.4-8.9%
202316.5-7.1-2.26.1-10.75.02.7-1.01.6-2.74.68.820.5%
202217.46.420.5-5.49.8-11.211.52.6-10.515.14.87.884.8%
2021-11.1-8.1-6.2-4.49.42.8-10.2-8.5-1.37.3-5.60.6-31.9%
2020-10.6-8.5-31.11.2-4.27.06.6-6.2-11.1-4.930.96.0-31.5%
201918.5-11.4-7.96.56.211.21.7-5.610.10.1-3.915.442.5%
201814.5-3.9-3.9-10.5-12.2-10.24.5-6.3-0.220.31.53.9-7.4%
20173.55.82.40.6-2.8-5.62.32.02.9-5.5-4.67.07.4%
2016————-12.715.16.5-0.21.88.0-16.22.70.9%

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 36.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 23.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-018730.032853744193
2016-06-0110045.881953098447
2016-07-0110698.142064121444
2016-08-0110673.784977908688
2016-09-0110862.12756315849
2016-10-0111727.087345644048
2016-11-019826.384955250935
2016-12-0110093.463237793134
2017-01-0110444.375212416448
2017-02-0111051.036592273704
2017-03-0111317.831652883198
2017-04-0111389.203579925228
2017-05-0111075.39367848646
2017-06-0110459.102752917184
2017-07-0110699.841395717684
2017-08-0110909.142403987764
2017-09-0111228.899966013369
2017-10-0110614.30837204033
2017-11-0110129.715645179562
2017-12-0110841.735584003625
2018-01-0112415.599864053473
2018-02-0111928.458139798346
2018-03-0111458.309731505607
2018-04-0110259.714512291832
2018-05-019009.289679392772
2018-06-018094.199614818171
2018-07-018461.538461538461
2018-08-017924.832899059703
2018-09-017911.521468222499
2018-10-019516.540160870058
2018-11-019662.965900079302
2018-12-0110041.916846040558
2019-01-0111904.667497451
2019-02-0110544.918998527244
2019-03-019708.84785317775
2019-04-0110335.334768324457
2019-05-0110977.398889770022
2019-06-0112201.48408292738
2019-07-0112412.767644726406
2019-08-0111720.856463124503
2019-09-0112899.34292511612
2019-10-0112916.053019145802
2019-11-0112407.669649937689
2019-12-0114313.470035119517
2020-01-0112793.984366149314
2020-02-0111700.181262036931
2020-03-018058.23042936445
2020-04-018158.207771609834
2020-05-017813.52667950606
2020-06-018361.27789736037
2020-07-018909.312337147388
2020-08-018358.1624561006
2020-09-017428.344851025263
2020-10-017063.838223632038
2020-11-019250.02832219327
2020-12-019803.443978701709
2021-01-018713.889203579925
2021-02-018011.215588535176
2021-03-017514.727540500737
2021-04-017187.606208224764
2021-05-017864.506627393225
2021-06-018082.870737509912
2021-07-017257.562025603263
2021-08-016639.005324572335
2021-09-016551.206525433329
2021-10-017031.267701370794
2021-11-016637.022771043389
2021-12-016674.69128809335
2022-01-017835.901212189872
2022-02-018339.469808541973
2022-03-0110049.563838223632
2022-04-019508.609946754275
2022-05-0110441.259771156676
2022-06-019271.836411011667
2022-07-0110336.750877987992
2022-08-0110604.67882632831
2022-09-019489.917299195648
2022-10-0110921.604169026848
2022-11-0111441.316415543219
2022-12-0112335.73127903025
2023-01-0114370.114421660814
2023-02-0113353.064461311884
2023-03-0113065.877421547522
2023-04-0113856.633057663985
2023-05-0112372.833352214793
2023-06-0112992.23971904384
2023-07-0113342.86847173445
2023-08-0113204.656168573694
2023-09-0113410.558513651298
2023-10-0113054.265322306559
2023-11-0113655.262263509685
2023-12-0114863.203806502774
2024-01-0114938.25761866999
2024-02-0115035.685963521013
2024-03-0114520.505267927947
2024-04-0113855.783391865865
2024-05-0113641.950832672483
2024-06-0113242.607907556361
2024-07-0113835.957856576413
2024-08-0114999.716778067293
2024-09-0115168.517049960348
2024-10-0113695.479777954006
2024-11-0112966.749745100258
2024-12-0113542.823156225217
2025-01-0115258.581624561006
2025-02-0115885.634983573127
2025-03-0117351.025263396397
2025-04-0118510.819077829387
2025-05-0116185.850232241984
2025-06-0116185.850232241984
2025-07-0114804.293644499829
2025-08-0115741.75824175824
2025-09-0116330.293417922283
2025-10-0116032.060722782371
2025-11-0116822.24991503342
2025-12-0117259.2613571995
2026-01-0118692.930780559647
2026-02-0119485.668970205053
2026-03-0119230.76923076923
2026-04-0119513.991163475697
Annual Return Matrix
YearAnnual Return
20170.07413435097367982
2018-0.07377220480668756
20190.4253722924187726
2020-0.3150896355217856
2021-0.3191483214884151
20220.8481351041710867
20230.20489036849959796
2024-0.0888355342136854
20250.2744212309429701
20260.1306388355568684
Total Factor Risk
0.36647507278934033
VTI.US Exposure
0.01685588514571075
VEA.US Exposure
0.08194755087270392
VWO.US Exposure
0.009709238738354305
QQQ.US Exposure
-0.006539501669504784
VTV.US Exposure
0.0039568543184354
IJR.US Exposure
0.002248457004051248
QUAL.US Exposure
-0.015344812528182605
SHV.US Exposure
0.05631208542982708
TLT.US Exposure
0.01722593477682453
LQD.US Exposure
0.26952129078118364
HYG.US Exposure
0.08103809824338405
GLD.US Exposure
-0.001036109813875601
USO.US Exposure
0.00657655522132003
VNQ.US Exposure
-0.0010028988079980406
BTC-USD.CC Exposure
-0.0013959886383051194
CPER.US Exposure
-0.010255105765165133
VIX.INDX Exposure
0.03194619363244665
UUP.US Exposure
0.10348843117073574
TIP.US Exposure
0.12360201220213468
Idiosyncratic Exposure
0.2311458296859193
Value Score
23.5
Growth Score
50.1
Profit Score
62.5
Health Score
57.9
Yield Score
100
Moat Score
100

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.6%

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 →7.5x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued7.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →65.65%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$13.5B
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
4.0/ 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
2.90
Grey Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,391
Avg Yield on Cost
13.91%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,390.6213.91%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+1.3%
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 →
+14.0%
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 →
7.6% 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 →
0.15
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
47
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+4.4%
50.0% retracement+8.7%
61.8% retracement+13.5%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is BB Seguridade Participacoes SA a high-risk investment?

BB Seguridade Participacoes SA (BBSEY.US) has an annualized volatility of 36.6% and experienced a maximum drawdown of 54.2% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BBSEY.US has generated a Compound Annual Growth Rate (CAGR) of 8.4%. 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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