Cemtrex Inc

10-Year Study

CETX.US · Technology · US · Common Stock

Executive Summary: Cemtrex Inc has compounded at -74.4% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 257.9%.

1Y CAGR
-92.8%
3Y CAGR
-98.6%
5Y CAGR
-94.3%
10Y CAGR
-74.4%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
109.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +43.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -100.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-40.5-31.2-41.095.2————————-52.9%
2025-12.5-32.4-14.0-8.2-32.320.418.2-13.1-66.6-14.8-32.4-20.6-94.0%
2024-18.2-8.511.7-72.8-67.4-40.9-12.7-22.9-22.3-96.1-66.2-9.1-100.0%
202361.515.51.72.114.2-20.4-8.9-29.8-2.0-17.845.0-12.115.4%
2022-11.0-13.70.0-39.5-21.8-6.43.92.1-29.1-9.0-16.2-22.5-84.9%
202130.45.71.1-10.1-16.67.1-15.2-3.1-6.519.0-26.1-19.6-39.3%
20205.43.6-51.121.612.173.2-16.5-2.9-16.5-3.636.4-7.53.8%
20190.00.00.0191.1-31.876.7-46.5-7.1-14.62.22.2-7.843.3%
20180.00.00.00.00.00.00.00.00.00.00.00.00.0%
20170.00.011.10.00.00.00.00.00.00.00.00.011.1%
2016———0.00.00.00.00.00.00.00.00.00.0%

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 257.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-0110000
2016-06-0110000
2016-07-0110000
2016-08-0110000
2016-09-0110000
2016-10-0110000
2016-11-0110000
2016-12-0110000
2017-01-0110000
2017-02-0110000
2017-03-0111111.111111234568
2017-04-0111111.111111234568
2017-05-0111111.111111234568
2017-06-0111111.111111234568
2017-07-0111111.111111234568
2017-08-0111111.111111234568
2017-09-0111111.111111234568
2017-10-0111111.111111234568
2017-11-0111111.111111234568
2017-12-0111111.111111234568
2018-01-0111111.111111234568
2018-02-0111111.111111234568
2018-03-0111111.111111234568
2018-04-0111111.111111234568
2018-05-0111111.111111234568
2018-06-0111111.111111234568
2018-07-0111111.111111234568
2018-08-0111111.111111234568
2018-09-0111111.111111234568
2018-10-0111111.111111234568
2018-11-0111111.111111234568
2018-12-0111111.111111234568
2019-01-0111111.111111234568
2019-02-0111111.111111234568
2019-03-0111111.111111234568
2019-04-0132340.00000359333
2019-05-0122050.000002449997
2019-06-0138955.00000432833
2019-07-0120825.000002313885
2019-08-0119355.000002150555
2019-09-0116537.5000018375
2019-10-0116905.000001878332
2019-11-0117272.500001919165
2019-12-0115925.000001769442
2020-01-0116782.500001864722
2020-02-0117395.000001932778
2020-03-018513.750000945973
2020-04-0110351.250001150138
2020-05-0111600.75000128897
2020-06-0120090.000002232224
2020-07-0116782.500001864722
2020-08-0116292.500001810276
2020-09-0113597.50000151083
2020-10-0113107.500001456388
2020-11-0117885.00000198722
2020-12-0116537.5000018375
2021-01-0121560.000002395554
2021-02-0122785.000002531666
2021-03-0123030.000002558885
2021-04-0120702.500002300276
2021-05-0117272.500001919165
2021-06-0118497.500002055276
2021-07-0115680.00000174222
2021-08-0115190.000001687778
2021-09-0114210.000001578888
2021-10-0116905.000001878332
2021-11-0112495.000001388333
2021-12-0110045.000001116112
2022-01-018942.50000099361
2022-02-017717.500000857499
2022-03-017717.500000857499
2022-04-014667.250000518583
2022-05-013650.500000405611
2022-06-013417.7500003797495
2022-07-013552.500000394722
2022-08-013626.0000004028884
2022-09-012572.5000002858333
2022-10-012339.7500002599722
2022-11-011960.0000002177776
2022-12-011519.0000001687777
2023-01-012453.500000272611
2023-02-012832.900000314766
2023-03-012880.5000003200553
2023-04-012940.0000003266664
2023-05-013356.5000003729447
2023-06-012671.2000002968
2023-07-012432.5000002702777
2023-08-011708.0000001897777
2023-09-011673.000000185889
2023-10-011375.5000001528333
2023-11-011993.95000022155
2023-12-011753.500000194833
2024-01-011435.0000001594442
2024-02-011312.5000001458332
2024-03-011466.5000001629444
2024-04-01399.0000000443333
2024-05-01130.20000001446667
2024-06-0177.00000000855556
2024-07-0167.20000000746666
2024-08-0151.80000000575555
2024-09-0140.25000000447222
2024-10-011.5691667346578588
2024-11-010.5300000085359939
2024-12-010.48166664976597506
2025-01-010.4216666751906235
2025-02-010.28499999579311414
2025-03-010.24499999155011717
2025-04-010.22500000002499998
2025-05-010.15233333377411448
2025-06-010.1833333333537037
2025-07-010.21666666669074072
2025-08-010.1883333418313643
2025-09-010.06288888720045553
2025-10-010.0535555574688548
2025-11-010.0362222221202831
2025-12-010.028777776827300993
2026-01-010.01711111068915709
2026-02-010.01177777777908642
2026-03-010.006944444445216049
2026-04-010.013555555557061727
Annual Return Matrix
YearAnnual Return
20170.11111111112345684
20180
20190.4332500001433248
20200.03846153846153855
2021-0.3925925925925926
2022-0.848780487804878
20230.15437788018433185
2024-0.9997253112918663
2025-0.9402537484351821
2026-0.5289575133475286
Total Factor Risk
2.5792929263427027
VTI.US Exposure
0.011023733259309578
VEA.US Exposure
0.06890388106600571
VWO.US Exposure
0.016541262079446964
QQQ.US Exposure
0.0027977859797152626
VTV.US Exposure
0.007067173700067378
IJR.US Exposure
0.022185509313818463
QUAL.US Exposure
-0.0035992278086369274
SHV.US Exposure
0.5110472775048399
TLT.US Exposure
0.009328248832974999
LQD.US Exposure
0.025829425515229723
HYG.US Exposure
0.048744734455683024
GLD.US Exposure
-0.00011061528073191791
USO.US Exposure
-0.0019498660989684133
VNQ.US Exposure
0.01637890638332621
BTC-USD.CC Exposure
0.002421646367098591
CPER.US Exposure
0.0010530577323481453
VIX.INDX Exposure
0.009093119440189685
UUP.US Exposure
0.012361099792531145
TIP.US Exposure
0.003650510340027436
Idiosyncratic Exposure
0.237232337425725
Value Score
50
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
257.9%

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 →0.0x
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$8.5M
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 →
+19.7%
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 →
-82.5%
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 →
96.7% 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 →
1.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cemtrex Inc a high-risk investment?

Cemtrex Inc (CETX.US) has an annualized volatility of 257.9% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CETX.US has generated a Compound Annual Growth Rate (CAGR) of -74.4%. It has had a positive return in 40% 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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