Saul Centers Inc

10-Year Study

BFS.US · Real Estate · US · Common Stock

Executive Summary: Saul Centers Inc has compounded at 0.0% annually over the last 10 years, with a maximum drawdown of 55.5% and an annualized volatility of 42.7%.

1Y CAGR
+6.4%
3Y CAGR
+6.3%
5Y CAGR
+0.2%
10Y CAGR
+0.0%

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 →
55.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +76.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.2%
% 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.
20262.57.4-4.43.6————————9.0%
2025-4.42.5-3.7-7.73.01.4-4.06.1-6.7-5.35.01.4-12.8%
2024-1.1-5.46.4-3.9-0.11.09.23.22.8-5.35.0-5.65.0%
20236.7-8.2-0.8-6.2-6.28.96.2-2.6-6.10.36.36.32.6%
2022-5.9-6.814.5-1.0-4.9-4.012.4-15.3-15.310.95.3-5.6-19.4%
2021-3.918.313.29.12.92.21.61.1-4.46.66.17.776.6%
2020-5.5-12.9-23.91.2-6.96.2-3.2-8.8-5.1-5.126.11.5-36.2%
201913.37.0-9.44.90.64.5-1.4-8.38.5-0.8-0.7-0.716.3%
2018-10.6-10.64.2-5.13.68.11.212.6-6.7-13.810.2-10.3-19.8%
2017-3.90.9-3.8-1.8-4.61.22.92.42.2-0.55.6-4.3-4.2%
2016———1.25.69.89.6-1.30.5-8.55.04.928.7%

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 42.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.7% of variance. Idiosyncratic stock-specific factors contribute 5.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110120.589959285839
2016-05-0110691.507057649353
2016-06-0111743.89683633541
2016-07-0112876.225781410898
2016-08-0112705.606514265799
2016-09-0112766.978755762559
2016-10-0111681.44733298481
2016-11-0112262.82020816501
2016-12-0112865.453162872487
2017-01-0112359.710406666349
2017-02-0112466.771224434833
2017-03-0111995.690952584637
2017-04-0111785.498154396972
2017-05-0111245.789965622675
2017-06-0111379.24369881026
2017-07-0111713.194873500943
2017-08-0111998.289054702724
2017-09-0112257.655688101007
2017-10-0112196.50523580945
2017-11-0112878.95062021767
2017-12-0112322.228030987122
2018-01-0111019.089713733505
2018-02-019851.337864169955
2018-03-0110262.059788032886
2018-04-019735.120320643822
2018-05-0110083.012531090095
2018-06-0110900.876067360552
2018-07-0111031.70001425788
2018-08-0112423.078751009933
2018-09-0111594.854490439302
2018-10-019990.08285411023
2018-11-0111012.942984332178
2018-12-019877.128780317793
2019-01-0111195.47550021387
2019-02-0111979.753813982226
2019-03-0110859.33811764333
2019-04-0111390.17473820953
2019-05-0111462.763176655102
2019-06-0111983.682651331526
2019-07-0111810.877176306576
2019-08-0110827.907418848914
2019-09-0111750.518828319311
2019-10-0111655.022733393533
2019-11-0111567.954628265448
2019-12-0111489.599670484611
2020-01-0110857.34201479651
2020-02-019456.774868114635
2020-03-017198.643917431047
2020-04-017281.878237726345
2020-05-016781.838632511129
2020-06-017203.7450691507065
2020-07-016971.848613025363
2020-08-016361.167878586252
2020-09-016034.250590117708
2020-10-015728.72011786512
2020-11-017221.67831059994
2020-12-017332.763018234242
2021-01-017044.31031478225
2021-02-018336.422540120084
2021-03-019440.267414413129
2021-04-0110295.708378879332
2021-05-0110598.545696497315
2021-06-0110836.969092090047
2021-07-0111006.194255659588
2021-08-0111122.031589119657
2021-09-0110634.475547740127
2021-10-0111331.432283003027
2021-11-0112022.559130586316
2021-12-0112948.117168068691
2022-01-0112189.819875481206
2022-02-0111362.831297625271
2022-03-0113009.394357048937
2022-04-0112876.922833198676
2022-05-0112240.67297181693
2022-06-0111754.130823946898
2022-07-0113209.574956830316
2022-08-0111190.754558560271
2022-09-019475.120003802102
2022-10-0110508.689384218114
2022-11-0111060.40587424552
2022-12-0110439.396099678406
2023-01-0111142.43619599829
2023-02-0110234.082664005198
2023-03-0110150.784975365557
2023-04-019522.582893715444
2023-05-018935.823709266037
2023-06-019734.01137461781
2023-07-0110342.284111971867
2023-08-0110076.707380827907
2023-09-019462.319598244698
2023-10-019488.047146048191
2023-11-0110082.91747857358
2023-12-0110715.998922738147
2024-01-0110596.486225306147
2024-02-0110023.192814029751
2024-03-0110660.203095543624
2024-04-0110247.358332145177
2024-05-0110241.718549498597
2024-06-0110348.652630578397
2024-07-0111303.930421557912
2024-08-0111666.93598213013
2024-09-0111992.74432457266
2024-10-0111351.520048159942
2024-11-0111922.849040761686
2024-12-0111252.918904361326
2025-01-0110761.465709804668
2025-02-0111035.502114918494
2025-03-0110628.86744926572
2025-04-019809.134546837127
2025-05-0110103.131980419183
2025-06-0110241.116550227334
2025-07-019830.109468814855
2025-08-0110425.043169684584
2025-09-019723.333808595917
2025-10-019211.41263881628
2025-11-019674.95207768959
2025-12-019808.722652598895
2026-01-0110053.38783010947
2026-02-0110797.96587614657
2026-03-0110322.703293569697
2026-04-0110693.408107979658
Annual Return Matrix
YearAnnual Return
2017-0.04222355209787887
2018-0.19842996287039605
20190.16325299852118946
2020-0.3617912522164527
20210.7657896669878539
2022-0.19375180466987374
20230.026496055942188068
20240.05010451993270526
2025-0.12833970137318784
20260.0901937476177248
Total Factor Risk
0.4266600902311633
VTI.US Exposure
-0.07831790194339605
VEA.US Exposure
-0.058766378996102264
VWO.US Exposure
0.013642771306054662
QQQ.US Exposure
0.200951976833266
VTV.US Exposure
0.23025057969278903
IJR.US Exposure
0.056454644297016444
QUAL.US Exposure
0.06800739939161264
SHV.US Exposure
0.3568792491640241
TLT.US Exposure
-0.012355735511466055
LQD.US Exposure
0.047486986939191
HYG.US Exposure
0.004056020667669458
GLD.US Exposure
-0.00026505763704372834
USO.US Exposure
0.00007215510438992341
VNQ.US Exposure
0.1026803226071561
BTC-USD.CC Exposure
-0.0001558645356277206
CPER.US Exposure
0.002055572852251683
VIX.INDX Exposure
0.000409298040530278
UUP.US Exposure
0.0163182722739494
TIP.US Exposure
-0.0015859798425456018
Idiosyncratic Exposure
0.052181669296280805
Value Score
37.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
86.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.7%

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 →30.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.20%
Market Cap$1.1B
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
$187
Avg Yield on Cost
1.87%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$186.941.87%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 →
-0.1%
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 →
+6.5%
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 →
4.3% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Saul Centers Inc a high-risk investment?

Saul Centers Inc (BFS.US) has an annualized volatility of 42.7% and experienced a maximum drawdown of 55.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BFS.US has generated a Compound Annual Growth Rate (CAGR) of 0.0%. 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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