Ke Holdings Inc

10-Year Study

BEKE.US · Real Estate · US · Common Stock

Executive Summary: Ke Holdings Inc has compounded at -17.6% annually over the last 10 years, with a maximum drawdown of 85.4% and an annualized volatility of 90.4%.

1Y CAGR
-13.5%
3Y CAGR
+6.5%
5Y CAGR
-20.2%
10Y CAGR
-17.6%

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 →
85.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +17.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -67.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.8-12.1-9.07.9————————2.5%
2025-5.427.8-9.83.2-9.1-3.93.8-4.68.1-10.31.1-8.5-12.6%
2024-12.6-4.11.012.912.2-16.6-2.17.134.210.1-14.0-2.316.5%
202331.4-0.53.2-16.7-9.24.317.3-1.3-8.8-5.28.31.817.4%
20228.3-10.9-36.314.6-5.534.0-21.427.9-2.9-41.966.2-17.5-30.6%
2021-4.08.0-10.7-8.7-0.3-8.1-53.9-17.70.9-0.29.80.5-67.3%
2020————————19.513.8-6.3-5.820.0%

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 90.4%. The dominant macroeconomic risk driver is VWO.US, accounting for 39.2% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-08-0110000
2020-09-0111951.650128598862
2020-10-0113599.138686703478
2020-11-0112737.371633174587
2020-12-0111998.428350737664
2021-01-0111522.705381764332
2021-02-0112444.904618215045
2021-03-0111109.374000961141
2021-04-0110148.172287409687
2021-05-0110116.966180665415
2021-06-019296.161009485584
2021-07-014287.384936504957
2021-08-013526.991322928548
2021-09-013560.1362096027356
2021-10-013552.3398392462677
2021-11-013901.340851949402
2021-12-013922.7911830888897
2022-01-014248.382459404217
2022-02-013784.3540459655846
2022-03-012411.780356859259
2022-04-012764.679554740626
2022-05-012612.5884568343026
2022-06-013499.704026680912
2022-07-012751.0255939576073
2022-08-013517.2561726421654
2022-09-013415.8621073712825
2022-10-011984.7950152730484
2022-11-013298.8959267058685
2022-12-012721.7788924616525
2023-01-013575.749575634074
2023-02-013558.197429672821
2023-03-013673.22483040832
2023-04-013059.0647243116814
2023-05-012776.3741102753274
2023-06-012895.29969618906
2023-07-013396.371181480114
2023-08-013353.4705192011406
2023-09-013058.507840714791
2023-10-012898.8885015912438
2023-11-013139.3178382191277
2023-12-013194.4905649480966
2024-01-012792.4618586299425
2024-02-012678.1769693569645
2024-03-012705.7530200622477
2024-04-013054.5065289445406
2024-05-013428.237298413295
2024-06-012858.5453787942856
2024-07-012797.948193325235
2024-08-012997.931280564144
2024-09-014022.163967156243
2024-10-014430.23589176658
2024-11-013808.031911492634
2024-12-013721.1580703777113
2025-01-013521.1749831388024
2025-02-014498.938827368147
2025-03-014058.5264035013543
2025-04-014186.93963588063
2025-05-013807.4337772589365
2025-06-013658.9314847547953
2025-07-013799.1836498975954
2025-08-013625.930975309431
2025-09-013918.810496637042
2025-10-013516.6167877716616
2025-11-013553.7423608976965
2025-12-013250.5501803684097
2026-01-013861.059605107654
2026-02-013392.8648773515442
2026-03-013087.610164981922
2026-04-013333.0514539818214
Annual Return Matrix
YearAnnual Return
2021-0.6730579148853512
2022-0.3061626873754555
20230.17367747019998037
20240.1648674474761429
2025-0.12646812661777984
20260.025380710659898442
Total Factor Risk
0.9044329227080776
VTI.US Exposure
-0.012196862677054434
VEA.US Exposure
-0.050485324056876564
VWO.US Exposure
0.3923202539650893
QQQ.US Exposure
0.02731634055906587
VTV.US Exposure
0.003100791095733229
IJR.US Exposure
0.0022141540433771173
QUAL.US Exposure
-0.007748464127814329
SHV.US Exposure
0.38259650201449774
TLT.US Exposure
-0.007671475113368162
LQD.US Exposure
0.052847389423585335
HYG.US Exposure
-0.0008094386258615942
GLD.US Exposure
-0.0047140763015971225
USO.US Exposure
0.0012962183260482026
VNQ.US Exposure
0.003528251260894765
BTC-USD.CC Exposure
0.005233109367569453
CPER.US Exposure
0.010538896150561961
VIX.INDX Exposure
-0.005907841427192546
UUP.US Exposure
0.004245700285941689
TIP.US Exposure
0.05644096665172183
Idiosyncratic Exposure
0.1478549091856783
Value Score
34
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
90.4%

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 →40.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.86%
Market Cap$16.8B
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
$114
Avg Yield on Cost
1.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$113.851.14%Solid

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 →
-2.4%
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 →
-8.1%
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 →
26.8% 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 →
-0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ke Holdings Inc a high-risk investment?

Ke Holdings Inc (BEKE.US) has an annualized volatility of 90.4% and experienced a maximum drawdown of 85.4% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, BEKE.US has generated a Compound Annual Growth Rate (CAGR) of -17.6%. It has had a positive return in 50% 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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