Business First Bancshares Inc

10-Year Study

BFST.US · Financial Services · US · Common Stock

Executive Summary: Business First Bancshares Inc has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 37.2%.

1Y CAGR
+22.4%
3Y CAGR
+28.1%
5Y CAGR
+5.2%
10Y CAGR
+3.1%

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 →
48.0%
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 →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.8-2.6-1.04.1————————8.2%
20255.0-1.2-8.2-5.33.83.6-3.75.9-5.63.96.80.54.0%
2024-8.50.2-0.8-9.46.91.416.8-3.35.12.09.4-9.86.9%
2023-6.31.1-17.8-10.0-4.73.435.70.6-8.34.24.221.814.4%
2022-3.0-4.2-7.1-8.90.4-3.710.21.0-8.715.1-4.6-5.9-20.2%
2021-0.38.78.9-0.73.2-5.91.63.1-2.214.13.52.941.7%
2020-0.6-2.5-43.93.64.65.9-11.16.83.710.713.09.1-16.3%
2019-4.87.5-0.73.7-3.33.8-2.0-4.93.30.21.11.34.5%
2018————-9.912.5-1.90.42.6-0.7-3.8-4.2-6.2%

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 37.2%. The dominant macroeconomic risk driver is VTV.US, accounting for 38.8% of variance. Idiosyncratic stock-specific factors contribute 21.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-04-0110000
2018-05-019010.991503472553
2018-06-0110138.357761416783
2018-07-019945.972428246758
2018-08-019989.15819508898
2018-09-0110247.773800937202
2018-10-0110178.27737782556
2018-11-019792.236541872504
2018-12-019381.835667269997
2019-01-018932.694619470794
2019-02-019602.981269534528
2019-03-019533.03121441824
2019-04-019886.546635638239
2019-05-019564.1503699369
2019-06-019926.874520851194
2019-07-019727.95688681428
2019-08-019251.824734738686
2019-09-019557.345889867223
2019-10-019573.041557227945
2019-11-019674.655126268468
2019-12-019804.439242797458
2020-01-019745.467082193583
2020-02-019502.50178050562
2020-03-015329.586332974964
2020-04-015519.113784515725
2020-05-015772.376532709136
2020-06-016114.959422617185
2020-07-015433.7402412415
2020-08-015802.860603421293
2020-09-016015.387197597564
2020-10-016661.041629809066
2020-11-017524.394061049795
2020-12-018205.52251602455
2021-01-018181.343930176962
2021-02-018894.725620681991
2021-03-019688.264086407824
2021-04-019623.485436144492
2021-05-019931.45620409811
2021-06-019341.280966054717
2021-07-019487.804103555112
2021-08-019784.842340196785
2021-09-019568.051605176848
2021-10-0110913.887036558202
2021-11-0111296.2988164741
2021-12-0111629.03789188135
2022-01-0111275.749286663673
2022-02-0110806.421614657758
2022-03-0110038.966989199022
2022-04-019143.588138430343
2022-05-019180.785962811247
2022-06-018840.607322527818
2022-07-019740.840035746201
2022-08-019834.96867671008
2022-09-018976.152565515802
2022-10-0110331.106000190526
2022-11-019855.200664117256
2022-12-019276.955947796028
2023-01-018690.319039388867
2023-02-018783.222873940202
2023-03-017219.5987171286915
2023-04-016498.9135513488745
2023-05-016193.7099386235905
2023-06-016406.236532799861
2023-07-018693.313010619524
2023-08-018743.121804729566
2023-09-018020.622110931172
2023-10-018354.086997545852
2023-11-018708.963314779785
2023-12-0110611.768121464507
2024-01-019707.724899407101
2024-02-019729.000240424963
2024-03-019655.330402870584
2024-04-018749.56337919553
2024-05-019357.520991821015
2024-06-019492.748692405747
2024-07-0111089.442622355895
2024-08-0110722.771873001184
2024-09-0111271.6212354214
2024-10-0111499.934223359327
2024-11-0112575.586432774006
2024-12-0111340.07430492236
2025-01-0111909.291744351147
2025-02-0111766.216210086053
2025-03-0110799.390318585758
2025-04-0110222.824040681717
2025-05-0110610.951583856146
2025-06-0110994.542806984118
2025-07-0110593.12384607359
2025-08-0111219.635007689063
2025-09-0110591.581497257795
2025-10-0110999.804938238003
2025-11-0111742.445893042646
2025-12-0111796.609554397282
2026-01-0112712.719387778247
2026-02-0112384.153726813734
2026-03-0112266.209405605983
2026-04-0112769.740930762146
Annual Return Matrix
YearAnnual Return
20190.045044870803032655
2020-0.1630808950086058
20210.41722088619841347
2022-0.20225937570703023
20230.14388471619137055
20240.06863193533080536
20250.040258576548899194
20260.08249246292992063
Total Factor Risk
0.3719800809014994
VTI.US Exposure
-0.1915760425871726
VEA.US Exposure
-0.11015091365050406
VWO.US Exposure
0.0489844582311704
QQQ.US Exposure
0.1731432282594819
VTV.US Exposure
0.3879375433999523
IJR.US Exposure
0.2970950024219384
QUAL.US Exposure
-0.02564403931125155
SHV.US Exposure
0.00008294339443866848
TLT.US Exposure
0.023522008708423116
LQD.US Exposure
0.004915315570129286
HYG.US Exposure
0.14322809367485226
GLD.US Exposure
-0.0020948412216911993
USO.US Exposure
0.0024253900104188094
VNQ.US Exposure
-0.057643919454268194
BTC-USD.CC Exposure
-0.009323789743616853
CPER.US Exposure
0.00862084354899813
VIX.INDX Exposure
0.025848929118481304
UUP.US Exposure
0.023408329610608236
TIP.US Exposure
0.04442840675876136
Idiosyncratic Exposure
0.21279305326085035
Value Score
46.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.2%

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 →9.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.12%
Market Cap$903.3M
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
$68
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$68.040.68%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 →
+1.5%
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 →
+9.4%
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 →
5.6% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Business First Bancshares Inc a high-risk investment?

Business First Bancshares Inc (BFST.US) has an annualized volatility of 37.2% and experienced a maximum drawdown of 48.0% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BFST.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 75% 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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