CEVA Inc

10-Year Study

CEVA.US · Technology · US · Common Stock

Executive Summary: CEVA Inc has compounded at -1.9% annually over the last 10 years, with a maximum drawdown of 72.0% and an annualized volatility of 46.8%.

1Y CAGR
+21.0%
3Y CAGR
-3.8%
5Y CAGR
-13.2%
10Y CAGR
-1.9%

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 →
72.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +68.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -52.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.0-1.1-10.519.6————————3.9%
20252.16.4-25.22.3-28.417.2-2.84.018.93.0-20.7-0.3-31.8%
2024-15.517.90.3-10.7-1.7-3.23.919.40.9-3.427.46.138.9%
202329.5-4.7-3.6-17.4-0.42.16.3-14.5-16.5-11.426.74.4-11.2%
2022-12.98.2-0.3-10.6-0.7-7.010.9-21.4-10.45.5-1.8-5.9-40.8%
202129.24.2-8.3-1.3-19.15.44.9-2.8-11.66.9-3.3-2.0-5.0%
20201.43.9-12.225.810.08.67.45.1-6.82.4-2.615.868.8%
201928.7-2.2-3.1-6.6-9.46.714.113.1-4.9-8.8-4.84.022.0%
2018-4.7-16.5-1.5-9.93.4-10.4-0.31.7-6.0-14.35.5-15.0-52.1%
20175.4-5.56.31.417.47.61.8-12.35.512.9-1.7-2.837.6%
2016———2.517.30.510.64.711.4-14.35.85.549.1%

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 46.8%. The dominant macroeconomic risk driver is QUAL.US, accounting for 28.5% of variance. Idiosyncratic stock-specific factors contribute 25.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110248.888888888887
2016-05-0112017.77777777778
2016-06-0112075.555555555557
2016-07-0113359.999999999998
2016-08-0113991.111111111111
2016-09-0115586.666666666666
2016-10-0113355.555555555557
2016-11-0114133.333333333334
2016-12-0114911.111111111111
2017-01-0115711.111111111111
2017-02-0114844.444444444445
2017-03-0115777.777777777777
2017-04-0116000
2017-05-0118777.777777777777
2017-06-0120200
2017-07-0120555.555555555555
2017-08-0118022.222222222223
2017-09-0119022.22222222222
2017-10-0121466.666666666664
2017-11-0121111.111111111113
2017-12-0120511.11111111111
2018-01-0119555.555555555555
2018-02-0116333.333333333334
2018-03-0116088.88888888889
2018-04-0114488.888888888889
2018-05-0114977.77777777778
2018-06-0113422.222222222223
2018-07-0113377.777777777777
2018-08-0113600.000000000002
2018-09-0112777.777777777777
2018-10-0110951.111111111111
2018-11-0111551.11111111111
2018-12-019817.777777777777
2019-01-0112640
2019-02-0112364.444444444445
2019-03-0111982.222222222223
2019-04-0111195.555555555557
2019-05-0110146.666666666666
2019-06-0110822.222222222223
2019-07-0112346.666666666668
2019-08-0113959.999999999998
2019-09-0113271.111111111111
2019-10-0112097.777777777776
2019-11-0111520.000000000002
2019-12-0111982.222222222223
2020-01-0112155.555555555557
2020-02-0112626.666666666666
2020-03-0111080.000000000002
2020-04-0113933.333333333334
2020-05-0115320
2020-06-0116631.111111111113
2020-07-0117866.666666666668
2020-08-0118777.777777777777
2020-09-0117497.777777777777
2020-10-0117920
2020-11-0117457.777777777777
2020-12-0120222.222222222223
2021-01-0126128.88888888889
2021-02-0127213.333333333332
2021-03-0124955.555555555555
2021-04-0124640
2021-05-0119942.222222222223
2021-06-0121022.222222222223
2021-07-0122062.222222222223
2021-08-0121444.444444444445
2021-09-0118964.444444444445
2021-10-0120271.11111111111
2021-11-0119600
2021-12-0119217.777777777777
2022-01-0116742.222222222223
2022-02-0118120
2022-03-0118066.666666666668
2022-04-0116151.111111111111
2022-05-0116031.111111111111
2022-06-0114915.555555555557
2022-07-0116546.666666666664
2022-08-0113008.888888888887
2022-09-0111657.777777777777
2022-10-0112293.333333333334
2022-11-0112075.555555555557
2022-12-0111368.888888888889
2023-01-0114720
2023-02-0114026.666666666664
2023-03-0113524.444444444443
2023-04-0111168.888888888889
2023-05-0111119.999999999998
2023-06-0111355.555555555557
2023-07-0112071.11111111111
2023-08-0110320
2023-09-018617.777777777777
2023-10-017631.111111111112
2023-11-019671.111111111111
2023-12-0110093.333333333334
2024-01-018533.333333333332
2024-02-0110062.222222222223
2024-03-0110093.333333333334
2024-04-019008.888888888889
2024-05-018853.333333333334
2024-06-018573.333333333332
2024-07-018911.111111111111
2024-08-0110640
2024-09-0110733.333333333332
2024-10-0110371.111111111111
2024-11-0113217.777777777777
2024-12-0114022.222222222223
2025-01-0114315.555555555557
2025-02-0115226.666666666666
2025-03-0111382.222222222223
2025-04-0111648.888888888889
2025-05-018337.77777777778
2025-06-019768.888888888889
2025-07-019497.77777777778
2025-08-019875.555555555555
2025-09-0111737.777777777777
2025-10-0112093.333333333334
2025-11-019595.555555555555
2025-12-019564.444444444443
2026-01-019373.333333333334
2026-02-019271.111111111111
2026-03-018302.222222222223
2026-04-019933.333333333334
Annual Return Matrix
YearAnnual Return
20170.37555886736214616
2018-0.5213434452871073
20190.2204617473970123
20200.6876854599406528
2021-0.04967032967032958
2022-0.40841813135985205
2023-0.11219702892885053
20240.3892558344341699
2025-0.3179080824088748
20260.038568773234200826
Total Factor Risk
0.46801906493891887
VTI.US Exposure
-0.10087692943195142
VEA.US Exposure
-0.04099721724016089
VWO.US Exposure
0.06112534536102909
QQQ.US Exposure
-0.05177356097460183
VTV.US Exposure
-0.06375446272649092
IJR.US Exposure
0.2022942716798146
QUAL.US Exposure
0.28502711459839525
SHV.US Exposure
0.18019730290279742
TLT.US Exposure
0.1364266203630767
LQD.US Exposure
-0.04243599547654183
HYG.US Exposure
0.07528894672246159
GLD.US Exposure
0.010939701257565958
USO.US Exposure
-0.0005241833356028777
VNQ.US Exposure
0.006703767379879367
BTC-USD.CC Exposure
0.06102062137546053
CPER.US Exposure
-0.013604726654035518
VIX.INDX Exposure
0.007926211159065702
UUP.US Exposure
0.0017909040321569454
TIP.US Exposure
0.03564876647434785
Idiosyncratic Exposure
0.24957750253333444
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
46.8%

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 →N/A
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$545.1M
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 →
+10.7%
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 →
-2.2%
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 →
27.1% 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 →
1.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CEVA Inc a high-risk investment?

CEVA Inc (CEVA.US) has an annualized volatility of 46.8% and experienced a maximum drawdown of 72.0% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, CEVA.US has generated a Compound Annual Growth Rate (CAGR) of -1.9%. It has had a positive return in 50% 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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