Beam Global

10-Year Study

BEEM.US · Technology · US · Common Stock

Executive Summary: Beam Global has compounded at -13.7% annually over the last 10 years, with a maximum drawdown of 98.0% and an annualized volatility of 260.9%.

1Y CAGR
-95.8%
3Y CAGR
-44.6%
5Y CAGR
-46.0%
10Y CAGR
-13.7%

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 →
98.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
324.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +1483.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -95.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.0-95.7-9.829.3-2.6———————-95.0%
2025826.15.3-3.7-6.29.39.9-1.61.3-1.17.34.70.11071.0%
2024-3.72.5-2.9-4.4-10.5-20.832.1-23.04.72.4-23.1-18.1-55.3%
2023-0.3-3.0-5.7-43.933.2-12.910.9-24.2-15.2-25.74.424.0-59.4%
2022-29.110.140.9-24.5-7.48.61.7-7.0-16.82.952.6-8.8-6.1%
2021-23.0-25.82.9-20.6-15.231.2-20.21.9-12.115.1-15.7-29.9-74.8%
202038.445.7-19.36.1-0.924.942.2-2.3-12.331.6114.1115.41483.3%
2019————1.5-7.320.4-18.619.2-7.8-13.91.7-11.2%

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 260.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.9% of variance. Idiosyncratic stock-specific factors contribute 29.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110152.380807059151
2019-06-019409.52391851516
2019-07-0111333.33297002883
2019-08-019220.952533540272
2019-09-0110990.476154145741
2019-10-0110133.333660307384
2019-11-018723.809378487724
2019-12-018876.190185546875
2020-01-0112285.713922409785
2020-02-0117904.7611781529
2020-03-0114457.143147786457
2020-04-0115333.333696637834
2020-05-0115200.00003633045
2020-06-0118990.47669910249
2020-07-0127009.524390811013
2020-08-0126399.999346051896
2020-09-0123161.904471261158
2020-10-0130476.190476190473
2020-11-0165238.09523809524
2020-12-01140533.33100818453
2021-01-01108152.37862723213
2021-02-0180266.66550409226
2021-03-0182590.4773530506
2021-04-0165580.95296223958
2021-05-0155600.00101725261
2021-06-0172971.43118722098
2021-07-0158228.57084728422
2021-08-0159314.28455171132
2021-09-0152133.334931873134
2021-10-0160000
2021-11-0150552.38269624257
2021-12-0135428.57215518043
2022-01-0125104.762486049105
2022-02-0127638.09567406064
2022-03-0138952.38240559896
2022-04-0129409.523010253906
2022-05-0127219.04754638672
2022-06-0129561.905633835566
2022-07-0130057.142348516558
2022-08-0127942.857288178944
2022-09-0123238.09487479074
2022-10-0123904.762268066406
2022-11-0136476.18974958147
2022-12-0133276.18916829427
2023-01-0133161.90447126116
2023-02-0132152.37935384115
2023-03-0130304.761614118303
2023-04-0116990.47633579799
2023-05-0122628.571646554126
2023-06-0119714.286440894717
2023-07-0121866.66579473586
2023-08-0116571.42820812407
2023-09-0114057.143075125558
2023-10-0110438.095274425687
2023-11-0110895.237695603144
2023-12-0113504.762195405507
2024-01-0113009.52366420201
2024-02-0113333.333333333332
2024-03-0112952.381315685452
2024-04-0112380.952380952382
2024-05-0111085.714612688338
2024-06-018780.952635265532
2024-07-0111600.000290643602
2024-08-018933.333442324683
2024-09-019352.380661737352
2024-10-019580.952780587333
2024-11-017371.42835344587
2024-12-016038.09538341704
2025-01-0155919.65811593192
2025-02-0158876.498994373134
2025-03-0156700.7082984561
2025-04-0153166.15876697359
2025-05-0158089.646838960194
2025-06-0163836.82977585566
2025-07-0162807.17395600819
2025-08-0163616.986955915185
2025-09-0162939.00989350819
2025-10-0167523.72378394718
2025-11-0170668.77092633929
2025-12-0170706.6635858445
2026-01-0172133.33129882812
2026-02-013104.7619047619046
2026-03-012799.9999999999995
2026-04-013619.047619047619
2026-05-013523.809523809524
Annual Return Matrix
YearAnnual Return
202014.832618282223756
2021-0.7478991503224448
2022-0.0607527443516076
2023-0.5941613948909477
2024-0.5528913951945575
202510.7100938451606
2026-0.9501629783516614
Total Factor Risk
2.608969490218384
VTI.US Exposure
0.17845533172262773
VEA.US Exposure
-0.0023470814341769283
VWO.US Exposure
-0.002639556071080518
QQQ.US Exposure
-0.029536118735603755
VTV.US Exposure
0.042486938623606606
IJR.US Exposure
0.0023827219344113556
QUAL.US Exposure
-0.005280044474579338
SHV.US Exposure
0.3993314898041299
TLT.US Exposure
0.010439178796814738
LQD.US Exposure
0.05116530465696556
HYG.US Exposure
0.010798286221000025
GLD.US Exposure
0.00464597306573853
USO.US Exposure
0.0008744158676125765
VNQ.US Exposure
-0.000050525676960170146
BTC-USD.CC Exposure
0.007392310931198674
CPER.US Exposure
0.009357889151582413
VIX.INDX Exposure
0.01534296146362737
UUP.US Exposure
0.001311369199248611
TIP.US Exposure
0.01610410937746217
Idiosyncratic Exposure
0.2897650455763745
Value Score
41.7
Growth Score
53.4
Profit Score
12.5
Health Score
9.4
Yield Score
0
Moat Score
0

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
260.9%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
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 →Extreme
Market Cap$41.2M
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
1.0/ 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
0.47
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

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 →
+14.5%
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 →
-92.0%
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 →
95.4% 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 →
1.26
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
53
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-92.7%
50.0% retracement-91.1%
61.8% retracement-88.6%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Beam Global a high-risk investment?

Beam Global (BEEM.US) has an annualized volatility of 260.9% and experienced a maximum drawdown of 98.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BEEM.US has generated a Compound Annual Growth Rate (CAGR) of -13.7%. It has had a positive return in 29% 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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