Bollore SA

10-Year Study

BOL.PA · Communication Services · FR · Common Stock

Executive Summary: Bollore SA has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 46.7% and an annualized volatility of 39.1%.

1Y CAGR
-10.3%
3Y CAGR
-4.8%
5Y CAGR
+4.6%
10Y CAGR
+6.0%

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 →
46.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +47.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.6%
% 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.
20260.42.9-1.21.9————————4.1%
2025-3.91.9-7.20.72.9-3.7-5.0-1.5-3.00.3-1.00.3-18.0%
20248.33.5-2.4-1.51.1-10.45.13.40.8-4.21.71.86.3%
2023-1.73.17.67.6-2.1-4.71.4-5.0-6.51.21.87.89.5%
2022-3.3-4.74.8-6.011.0-10.111.3-2.5-1.17.35.8-2.67.4%
2021-1.118.53.82.01.76.84.26.30.30.1-5.53.947.4%
2020-5.6-15.5-19.1-3.55.910.51.211.21.9-3.55.83.9-11.3%
20192.98.53.15.2-4.6-3.10.3-0.8-1.02.10.00.312.9%
20183.4-0.7-6.8-4.92.3-4.5-0.13.6-9.30.63.4-9.6-21.6%
201710.4-1.1-0.72.89.8-2.0-1.5-0.58.9-1.97.51.537.2%
2016———1.3-6.1-5.06.20.0-3.8-3.13.28.2-0.0%

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 39.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.1% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110134.474327628363
2016-05-019516.435751154579
2016-06-019044.417277913612
2016-07-019602.010323281716
2016-08-019602.010323281716
2016-09-019237.639228470525
2016-10-018954.08856289052
2016-11-019240.355881553925
2016-12-019998.6416734583
2017-01-0111040.138549307254
2017-02-0110920.945395273025
2017-03-0110846.237435479488
2017-04-0111147.785927737028
2017-05-0112237.163814180929
2017-06-0111998.437924477046
2017-07-0111814.724259712035
2017-08-0111760.391198044012
2017-09-0112809.698451507742
2017-10-0112570.293398533007
2017-11-0113515.349089921217
2017-12-0113715.362673186635
2018-01-0114175.835370823146
2018-02-0114072.602553653898
2018-03-0113115.661505025808
2018-04-0112473.512632436838
2018-05-0112758.08204292312
2018-06-0112180.45368106493
2018-07-0112174.341211627276
2018-08-0112608.326541700626
2018-09-0111434.053246400435
2018-10-0111501.629991850043
2018-11-0111895.205107307798
2018-12-0110757.946210268949
2019-01-0111071.380059766369
2019-02-0112012.02118989405
2019-03-0112380.80684596577
2019-04-0113020.23906547134
2019-05-0112423.933713664765
2019-06-0112044.960608530291
2019-07-0112081.975006791634
2019-08-0111988.92963868514
2019-09-0111865.661505025808
2019-10-0112109.141537625645
2019-11-0112109.141537625645
2019-12-0112140.38304808476
2020-01-0111465.973920130402
2020-02-019687.245313773432
2020-03-017833.469165987503
2020-04-017558.747622928553
2020-05-018008.353708231458
2020-06-018849.49741917957
2020-07-018957.144797609346
2020-08-019963.66476500951
2020-09-0110154.849225753873
2020-10-019798.288508557458
2020-11-0110365.050258082043
2020-12-0110772.887802227655
2021-01-0110658.109209453953
2021-02-0112633.116001086662
2021-03-0113117.359413202934
2021-04-0113378.497690844879
2021-05-0113608.054876392285
2021-06-0114528.321108394457
2021-07-0115145.340939961967
2021-08-0116103.300733496333
2021-09-0116151.521325726708
2021-10-0116167.821244227112
2021-11-0115283.550665580005
2021-12-0115877.478945938605
2022-01-0115360.975278456943
2022-02-0114644.458027709861
2022-03-0115341.619125237708
2022-04-0114425.08829122521
2022-05-0116006.519967400161
2022-06-0114384.338494974192
2022-07-0116011.61369193154
2022-08-0115608.869872317306
2022-09-0115432.287421896224
2022-10-0116553.246400434666
2022-11-0117517.318663406684
2022-12-0117059.902200488996
2023-01-0116765.48492257539
2023-02-0117288.440641130128
2023-03-0118595.829937516977
2023-04-0120001.01874490628
2023-05-0119576.202118989408
2023-06-0118661.02961151861
2023-07-0118923.18663406683
2023-08-0117985.26215702255
2023-09-0116814.045096441183
2023-10-0117012.02118989405
2023-11-0117326.13420266232
2023-12-0118680.385764737846
2024-01-0120232.953001901657
2024-02-0120943.01820157566
2024-03-0120447.568595490357
2024-04-0120150.434664493347
2024-05-0120381.689758217875
2024-06-0118260.66286335235
2024-07-0119193.493615865253
2024-08-0119843.452866069
2024-09-0120011.885357239877
2024-10-0119175.835370823144
2024-11-0119510.323281716926
2024-12-0119861.450692746537
2025-01-0119092.29828850856
2025-02-0119460.065199674
2025-03-0118055.89513719098
2025-04-0118189.69030154849
2025-05-0118724.531377343115
2025-06-0118022.955718554742
2025-07-0117126.799782667753
2025-08-0116866.34066829666
2025-09-0116354.251562075524
2025-10-0116401.792991035047
2025-11-0116232.002173322468
2025-12-0116279.543602281987
2026-01-0116347.459929367022
2026-02-0116829.665851670743
2026-03-0116632.70850312415
2026-04-0116945.123607715297
Annual Return Matrix
YearAnnual Return
20170.37172259203912517
2018-0.21562801752952532
20190.1285037878787878
2020-0.11264020586836732
20210.4738368427688817
20220.07447172555393955
20230.09498785779688701
20240.06322486820578077
2025-0.1803446860894543
20260.040884438881935825
Total Factor Risk
0.39142764764451526
VTI.US Exposure
-0.016716888884578635
VEA.US Exposure
0.05199620415313651
VWO.US Exposure
-0.0031064812337840406
QQQ.US Exposure
0.022582720722445767
VTV.US Exposure
0.0068738495295757015
IJR.US Exposure
0.008795113331557547
QUAL.US Exposure
-0.006587748448564017
SHV.US Exposure
0.8314433838029808
TLT.US Exposure
-0.0018655290571202503
LQD.US Exposure
0.01811278858606166
HYG.US Exposure
-0.003401139071269491
GLD.US Exposure
0.0012449069382967715
USO.US Exposure
0.00122166161275538
VNQ.US Exposure
-0.009352309210893575
BTC-USD.CC Exposure
0.006728523866426283
CPER.US Exposure
-0.0006218534726329808
VIX.INDX Exposure
-0.0023573030943529146
UUP.US Exposure
0.010104139034533477
TIP.US Exposure
-0.00006363901452589788
Idiosyncratic Exposure
0.08496959990995183
Value Score
33.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.1%

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 →40.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.62%
Market Cap$13.5B
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 →
+4.4%
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 →
+3.3%
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 →
12.0% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bollore SA a high-risk investment?

Bollore SA (BOL.PA) has an annualized volatility of 39.1% and experienced a maximum drawdown of 46.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BOL.PA?

Over the past 10 years, BOL.PA has generated a Compound Annual Growth Rate (CAGR) of 6.0%. 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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