BE Semiconductor Industries NV ADR

10-Year Study

BESIY.US · Technology · US · Common Stock

Executive Summary: BE Semiconductor Industries NV ADR has compounded at 39.7% annually over the last 10 years, with a maximum drawdown of 55.2% and an annualized volatility of 46.3%.

1Y CAGR
+133.9%
3Y CAGR
+36.7%
5Y CAGR
+30.9%
10Y CAGR
+39.7%

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 →
55.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +162.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -45.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202623.216.9-5.122.8————————67.8%
2025-5.4-14.6-7.07.811.224.5-10.0-0.310.314.5-12.75.316.9%
20240.719.1-15.3-11.09.214.2-23.01.1-2.8-16.112.214.8-7.6%
202317.48.413.33.226.7-1.410.6-3.9-14.54.536.37.5158.7%
2022-3.03.41.3-28.54.6-21.410.9-10.4-8.317.022.1-3.3-24.9%
202115.77.910.9-3.51.55.93.33.8-12.514.80.3-6.944.3%
202010.0-9.4-23.138.8-4.416.70.47.2-10.4-5.929.615.961.5%
201923.1-3.72.911.3-15.28.421.8-1.66.617.2-0.14.895.9%
201814.43.13.2-10.3-20.5-18.1-20.8-0.0-3.01.61.1-2.6-45.4%
20178.46.56.723.110.2-0.121.2-1.04.817.14.72.1162.4%
2016———4.20.1-3.810.75.19.4-4.82.10.024.2%

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 46.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.1% of variance. Idiosyncratic stock-specific factors contribute 30.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110420.239390642004
2016-05-0110427.312295973885
2016-06-0110033.188248095757
2016-07-0111108.48748639826
2016-08-0111680.087051142547
2016-09-0112772.578890097931
2016-10-0112157.889009793254
2016-11-0112415.88683351469
2016-12-0112420.021762785638
2017-01-0113462.35038084875
2017-02-0114335.690968443962
2017-03-0115289.118607181723
2017-04-0118824.483133841135
2017-05-0120738.95538628945
2017-06-0120728.400435255713
2017-07-0125127.638737758436
2017-08-0124879.216539717083
2017-09-0126064.635473340586
2017-10-0130509.68443960827
2017-11-0131930.794341675733
2017-12-0132595.53862894451
2018-01-0137300.6528835691
2018-02-0138445.375408052234
2018-03-0139658.759521218715
2018-04-0135566.26768226333
2018-05-0128268.335146898808
2018-06-0123142.11099020675
2018-07-0118324.918389553863
2018-08-0118319.912948857454
2018-09-0117769.967355821547
2018-10-0118060.50054406964
2018-11-0118257.562568008707
2018-12-0117786.071817192602
2019-01-0121898.476605005442
2019-02-0121094.341675734497
2019-03-0121715.778019586513
2019-04-0124176.169749727964
2019-05-0120500.979325353645
2019-06-0122227.312295973887
2019-07-0127075.51686615887
2019-08-0126641.24047878129
2019-09-0128407.181719260065
2019-10-0133301.3057671382
2019-11-0133269.74972796518
2019-12-0134851.03373231774
2020-01-0138351.36017410229
2020-02-0134738.41131664853
2020-03-0126701.632208922743
2020-04-0137066.4853101197
2020-05-0135422.19804134929
2020-06-0141320.56583242655
2020-07-0141466.26768226334
2020-08-0144442.87268770403
2020-09-0139811.86071817193
2020-10-0137468.11751904244
2020-11-0148558.8683351469
2020-12-0156288.0304678999
2021-01-0165126.877040261155
2021-02-0170255.16866158867
2021-03-0177906.3112078346
2021-04-0175194.12404787813
2021-05-0176296.8443960827
2021-06-0180780.52230685529
2021-07-0183483.78672470077
2021-08-0186614.47225244832
2021-09-0175767.46463547334
2021-10-0187004.89662676823
2021-11-0187228.61806311208
2021-12-0181231.88248095757
2022-01-0178772.47007616976
2022-02-0181429.92383025028
2022-03-0182486.83351468989
2022-04-0159003.69967355823
2022-05-0161694.015233949955
2022-06-0148486.28944504897
2022-07-0153774.21109902068
2022-08-0148180.957562568015
2022-09-0144166.92056583242
2022-10-0151683.35146898803
2022-11-0163088.24809575626
2022-12-0161032.75299238304
2023-01-0171682.48095756257
2023-02-0177668.55277475517
2023-03-0187989.11860718172
2023-04-0190793.79760609358
2023-05-01115071.05549510337
2023-06-01113473.66702937977
2023-07-01125473.01414581067
2023-08-01120617.19260065288
2023-09-01103133.51468988032
2023-10-01107724.37431991297
2023-11-01146797.4972796518
2023-12-01157878.23721436344
2024-01-01159059.73884657238
2024-02-01189459.08596300328
2024-03-01160518.71599564745
2024-04-01142901.52339499458
2024-05-01156068.00870511428
2024-06-01178215.88683351467
2024-07-01137300.2176278564
2024-08-01138856.03917301414
2024-09-01134952.0130576714
2024-10-01113229.05331882482
2024-11-01127097.27965179544
2024-12-01145887.59521218715
2025-01-01138046.68117519046
2025-02-01117837.9760609358
2025-03-01109532.86180631122
2025-04-01118095.75625680087
2025-05-01131338.41131664853
2025-06-01163569.09684439606
2025-07-01147279.65179542982
2025-08-01146909.68443960827
2025-09-01162078.34602829162
2025-10-01185625.68008705118
2025-11-01162045.70184983677
2025-12-01170576.7138193689
2026-01-01210087.05114254623
2026-02-01245647.44287268774
2026-03-01233122.95973884658
2026-04-01286289.4450489663
Annual Return Matrix
YearAnnual Return
20171.624434904503242
2018-0.4543403003809009
20190.9594564831695767
20200.6151036121405891
20210.4431466477989974
2022-0.24866011806767663
20231.5867788928686681
2024-0.07594866913731546
20250.16923384453128087
20260.6783618269966831
Total Factor Risk
0.4626352812906743
VTI.US Exposure
-0.08769290925969755
VEA.US Exposure
0.40131689963374745
VWO.US Exposure
-0.08881495037622932
QQQ.US Exposure
0.22125098346606353
VTV.US Exposure
-0.08181568663614029
IJR.US Exposure
0.1282745985550147
QUAL.US Exposure
0.05061210142506783
SHV.US Exposure
0.046337663310568725
TLT.US Exposure
0.11403665704132528
LQD.US Exposure
-0.021119164942007135
HYG.US Exposure
-0.020298182544576937
GLD.US Exposure
0.0013059159564369782
USO.US Exposure
-0.01094257747965809
VNQ.US Exposure
0.0045600648624410075
BTC-USD.CC Exposure
0.013091965531465395
CPER.US Exposure
0.01123957033555189
VIX.INDX Exposure
-0.041298042398193444
UUP.US Exposure
-0.009769535821647158
TIP.US Exposure
0.06349641631934741
Idiosyncratic Exposure
0.3062282130211197
Value Score
3.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.3%

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 →116.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.74%
Market Cap$17.6B
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 →
+21.0%
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 →
+53.1%
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 →
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 →
1.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BE Semiconductor Industries NV ADR a high-risk investment?

BE Semiconductor Industries NV ADR (BESIY.US) has an annualized volatility of 46.3% and experienced a maximum drawdown of 55.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BESIY.US has generated a Compound Annual Growth Rate (CAGR) of 39.7%. It has had a positive return in 70% 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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