Central Puerto S.A.

10-Year Study

CEPU.US · Utilities · US · Common Stock

Executive Summary: Central Puerto S.A. has compounded at 2.0% annually over the last 10 years, with a maximum drawdown of 86.8% and an annualized volatility of 58.3%.

1Y CAGR
+22.0%
3Y CAGR
+41.6%
5Y CAGR
+55.1%
10Y CAGR
+2.0%

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 →
86.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +95.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -45.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.6-5.07.3-7.2————————-10.8%
20250.2-18.0-6.8-5.223.8-10.24.5-12.5-25.094.32.210.120.8%
20245.2-15.514.112.6-3.6-8.8-6.47.73.619.723.06.364.1%
20235.1-1.0-12.512.86.96.3-6.310.9-19.2-3.858.814.471.3%
20228.38.69.5-9.27.6-22.126.78.04.811.611.012.195.1%
2021-15.2-3.92.7-6.20.919.6-1.215.85.813.5-11.10.015.9%
2020-23.0-13.4-30.68.011.9-6.64.7-5.6-10.8-3.124.40.0-44.4%
201914.1-2.9-9.9-12.1-0.114.9-0.6-69.86.19.227.122.4-45.6%
2018——2.0-9.0-10.3-26.815.2-17.910.0-7.00.7-4.7-43.4%

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 58.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 52.5% of variance. Idiosyncratic stock-specific factors contribute 43.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-0110204.063218995774
2018-04-019285.703544414202
2018-05-018328.99742853276
2018-06-016094.37735905803
2018-07-017017.774703378999
2018-08-015761.966345358577
2018-09-016340.621663483662
2018-10-015897.381915517527
2018-11-015940.465270154438
2018-12-015663.468623588325
2019-01-016463.781410246771
2019-02-016279.041790102108
2019-03-015657.3031173401105
2019-04-014973.98457119656
2019-05-014967.819064948345
2019-06-015706.551978225237
2019-07-015669.63412983654
2019-08-011711.379118482985
2019-09-011816.042346501451
2019-10-011982.210258800884
2019-11-012518.684491496113
2019-12-013083.279447811245
2020-01-012372.742447254846
2020-02-012055.5196318741637
2020-03-011427.4650746627772
2020-04-011541.6773184559165
2020-05-011725.6650475947008
2020-06-011611.452803801561
2020-07-011687.5441735965958
2020-08-011592.4299613528026
2020-09-011421.0740011127987
2020-10-011376.7124317658913
2020-11-011712.9580895953322
2020-12-011712.9580895953322
2021-01-011452.8038015609256
2021-02-011395.73527421465
2021-03-011433.7809591121672
2021-04-011344.9826313177643
2021-05-011357.689589317133
2021-06-011624.0845727003414
2021-07-011605.061730251583
2021-08-011858.824944736011
2021-09-011966.7213040797608
2021-10-012233.1914765635574
2021-11-011985.7441465285194
2021-12-011985.7441465285194
2022-01-012150.709033218545
2022-02-012334.696762357329
2022-03-012556.7301763936302
2022-04-012321.9898043579606
2022-05-012499.586459946766
2022-06-011947.698461631002
2022-07-012467.9318485992276
2022-08-012664.5513466367915
2022-09-012791.4705484293
2022-10-013115.0092482593727
2022-11-013457.5707905382037
2022-12-013875.0206770026616
2023-01-014070.7379058331703
2023-02-014031.564384426834
2023-03-013529.3011924991356
2023-04-013979.383148618777
2023-05-014253.372231161371
2023-06-014520.895051053399
2023-07-014233.823065008496
2023-08-014696.987924630445
2023-09-013796.748823290576
2023-10-013653.2128302681244
2023-11-015802.267703273734
2023-12-016637.91936720853
2024-01-016982.285447901473
2024-02-015901.818072452217
2024-03-016732.356877547032
2024-04-017577.5575572565
2024-05-017305.67376953037
2024-06-016666.19046902961
2024-07-016239.9434577963575
2024-08-016717.695002932375
2024-09-016960.179852328606
2024-10-018334.636611076858
2024-11-0110248.274410141506
2024-12-0110894.900675198125
2025-01-0110917.457405374518
2025-02-018947.502969969473
2025-03-018338.471255206845
2025-04-017902.374471796568
2025-05-019782.101986496038
2025-06-018782.08694867592
2025-07-019180.589181792207
2025-08-018030.195942796132
2025-09-016022.646957097099
2025-10-0111699.424051489497
2025-11-0111955.066993488626
2025-12-0113158.092602896286
2026-01-0112421.239417134093
2026-02-0111797.16988225387
2026-03-0112654.325628956827
2026-04-0111737.018601783486
Annual Return Matrix
YearAnnual Return
2019-0.455584615588864
2020-0.4444363157509693
20210.15924852954086566
20220.9514199166982202
20230.7130023090207038
20240.6413125969892277
20250.20772946859903385
2026-0.10799999999999998
Total Factor Risk
0.5831231043784477
VTI.US Exposure
0.5251440687182292
VEA.US Exposure
0.017377949058155723
VWO.US Exposure
-0.008719573700956341
QQQ.US Exposure
-0.021254223656714012
VTV.US Exposure
-0.026013787707555237
IJR.US Exposure
0.013062417030849944
QUAL.US Exposure
-0.00009901715471050807
SHV.US Exposure
0.0315648678309447
TLT.US Exposure
0.0009421472749868808
LQD.US Exposure
0.030468185817547545
HYG.US Exposure
-0.00009742520584189618
GLD.US Exposure
0.0042801881962650406
USO.US Exposure
0.009699560579617725
VNQ.US Exposure
-0.008867628138652129
BTC-USD.CC Exposure
0.0008735272616334055
CPER.US Exposure
-0.00016549319134897536
VIX.INDX Exposure
0.0031359098099912617
UUP.US Exposure
-0.0007966355572271202
TIP.US Exposure
-0.00010517120575663294
Idiosyncratic Exposure
0.42957013394054155
Value Score
45.9
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
58.3%

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 →10.2x
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$2.6B
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 →
-0.5%
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 →
+14.8%
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 →
13.0% 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 →
-0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Central Puerto S.A. a high-risk investment?

Central Puerto S.A. (CEPU.US) has an annualized volatility of 58.3% and experienced a maximum drawdown of 86.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CEPU.US has generated a Compound Annual Growth Rate (CAGR) of 2.0%. It has had a positive return in 63% 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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