Befesa SA

10-Year Study

BFSA.XETRA · Industrials · DE · Common Stock

Executive Summary: Befesa SA has compounded at 2.5% annually over the last 10 years, with a maximum drawdown of 70.1% and an annualized volatility of 57.3%.

1Y CAGR
+32.8%
3Y CAGR
+1.7%
5Y CAGR
-8.6%
10Y CAGR
+2.5%

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 →
70.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -39.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.09.7-14.519.0————————17.3%
20251.27.713.04.52.03.8-4.74.05.0-0.3-4.37.445.1%
2024-6.9-10.08.1-15.322.2-4.0-7.7-5.3-4.3-17.8-5.83.2-39.8%
202316.7-6.0-15.6-2.3-14.42.1-0.5-2.4-14.9-4.816.89.5-20.5%
2022-7.1-0.514.6-16.84.3-23.6-2.6-9.2-24.012.615.311.2-31.8%
20215.62.91.61.91.99.33.83.8-4.1-2.4-9.015.232.4%
2020-8.0-15.7-9.78.518.42.8-1.31.8-1.93.224.218.638.4%
20191.94.7-2.90.5-5.9-1.6-6.9-4.95.81.23.610.54.8%
2018-0.63.71.2-0.40.111.9-3.6-15.118.3-12.1-9.65.6-5.2%
2017———————————21.821.8%

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 57.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.1% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0112178.541450298053
2018-01-0112102.889499068133
2018-02-0112556.730071561695
2018-03-0112708.03397402154
2018-04-0112662.649916772181
2018-05-0112681.25168945354
2018-06-0114189.453541805971
2018-07-0113681.586023417605
2018-08-0111619.350111681772
2018-09-0113743.153267225312
2018-10-0112081.051089075103
2018-11-0110926.816429313265
2018-12-0111542.417732504373
2019-01-0111757.849734666874
2019-02-0112311.883794050278
2019-03-0111957.916601459687
2019-04-0112019.483845267396
2019-05-0111311.549460086217
2019-06-0111136.166398725263
2019-07-0110372.533397828962
2019-08-019863.456586379092
2019-09-0110436.19912077281
2019-10-0110563.45943177453
2019-11-0110945.27593222268
2019-12-0112090.689866124143
2020-01-0111120.267751710793
2020-02-019370.278421943689
2020-03-018463.4864630312
2020-04-019179.387955441107
2020-05-0110865.711562264367
2020-06-0111166.292022933889
2020-07-0111021.496962540368
2020-08-0111214.557043065059
2020-09-0111005.384910867988
2020-10-0111359.387670901564
2020-11-0114110.742790479308
2020-12-0116732.241175717394
2021-01-0117670.794861215836
2021-02-0118188.62126364011
2021-03-0118479.91862169045
2021-04-0118835.913158531206
2021-05-0119191.907695371967
2021-06-0120971.95151446172
2021-07-0121761.97555805318
2021-08-0122583.796895673575
2021-09-0121663.347038654698
2021-10-0121137.375691786765
2021-11-0119230.747343112005
2021-12-0122156.454068204126
2022-01-0120578.540027600335
2022-02-0120479.911508201854
2022-03-0123471.38243537396
2022-04-0119526.597333864473
2022-05-0120364.886397587103
2022-06-0115562.00116661213
2022-07-0115152.833302508216
2022-08-0113764.315895801617
2022-09-0110464.119563516339
2022-10-0111785.521205309507
2022-11-0113589.928722844257
2022-12-0115112.570957048754
2023-01-0117641.416153309907
2023-02-0116588.299733955526
2023-03-0113992.409907666915
2023-04-0113670.417846320193
2023-05-0111705.032081833573
2023-06-0111949.522684915137
2023-07-0111894.891092489577
2023-08-0111608.110799698388
2023-09-019873.73557740187
2023-10-019402.573660174423
2023-11-0110979.918621690449
2023-12-0112017.812175447083
2024-01-0111191.580474896498
2024-02-0110071.73953250153
2024-03-0110884.313334945724
2024-04-019218.192035738166
2024-05-0111266.698914481638
2024-06-0110816.62849094453
2024-07-019987.764799613025
2024-08-019458.450113104469
2024-09-019054.475095676422
2024-10-017438.610593407219
2024-11-017006.750700678626
2024-12-017229.651865868059
2025-01-017313.2353568837225
2025-02-017877.406137517962
2025-03-018901.250551295365
2025-04-019298.254349898278
2025-05-019486.299420962028
2025-06-019845.068218355646
2025-07-019382.691459545591
2025-08-019759.706355190712
2025-09-0110243.423579792001
2025-10-0110207.856136806613
2025-11-019773.933332384868
2025-12-0110492.395680689724
2026-01-0111018.79383687348
2026-02-0112092.930615032225
2026-03-0110343.01242015109
2026-04-0112306.335272944558
Annual Return Matrix
YearAnnual Return
2018-0.05223316112112186
20190.04750063169831309
20200.3838946628345843
20210.3241773074821921
2022-0.3179156325950089
2023-0.20478043017281744
2024-0.39842196230703675
20250.45130026664567624
20260.17288135593220333
Total Factor Risk
0.573000915137007
VTI.US Exposure
-0.025944098838015274
VEA.US Exposure
0.2148527272392048
VWO.US Exposure
-0.014008209130804524
QQQ.US Exposure
-0.018074660182504105
VTV.US Exposure
-0.05186624932342012
IJR.US Exposure
0.010717513774904014
QUAL.US Exposure
0.09693854066489425
SHV.US Exposure
0.5014504447554661
TLT.US Exposure
-0.017137088059803747
LQD.US Exposure
0.0372682801468233
HYG.US Exposure
-0.020017186481461946
GLD.US Exposure
0.0030289992242374304
USO.US Exposure
0.001530638830442542
VNQ.US Exposure
0.018040512481545364
BTC-USD.CC Exposure
0.00277425390258033
CPER.US Exposure
0.033354081813646554
VIX.INDX Exposure
-0.00841273947208145
UUP.US Exposure
-0.01278166728493009
TIP.US Exposure
0.05030852938371436
Idiosyncratic Exposure
0.19797737655556222
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.3%

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 →13.6x
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%
Market Cap$1.2B
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 →
+10.6%
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 →
+18.5%
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 →
0.7% 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 →
1.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Befesa SA a high-risk investment?

Befesa SA (BFSA.XETRA) has an annualized volatility of 57.3% and experienced a maximum drawdown of 70.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BFSA.XETRA?

Over the past 10 years, BFSA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 2.5%. It has had a positive return in 56% 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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