Check Point Software Technologies Ltd

10-Year Study

CHKP.US · Technology · US · Common Stock

Executive Summary: Check Point Software Technologies Ltd has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 39.9% and an annualized volatility of 27.3%.

1Y CAGR
-42.6%
3Y CAGR
+3.4%
5Y CAGR
+3.4%
10Y CAGR
+5.0%

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 →
39.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
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 →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +22.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -25.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.3-15.3-6.1-3.7————————-25.8%
202516.81.03.5-3.74.2-3.3-15.83.77.1-5.4-4.6-0.6-0.6%
20244.00.92.2-8.90.79.611.24.90.2-10.25.12.622.2%
20230.8-2.75.1-2.0-2.00.65.21.8-1.00.78.84.721.1%
20223.819.7-4.6-8.7-1.0-2.62.3-3.5-6.815.42.8-5.08.2%
2021-3.9-13.71.64.30.1-0.79.4-1.2-10.05.8-6.94.7-12.3%
20203.0-9.2-3.15.23.7-2.016.70.7-4.7-5.63.612.919.8%
20199.09.33.4-4.5-8.74.8-3.2-3.81.72.74.9-5.98.1%
2018-0.20.5-4.4-2.80.90.315.33.11.3-5.70.7-8.2-0.9%
201716.90.13.81.37.7-2.7-3.05.81.93.2-11.4-0.622.7%
2016———-5.32.5-6.2-3.5-0.21.19.0-2.62.6-3.4%

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 27.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 34.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019474.10540756831
2016-05-019714.187721504515
2016-06-019109.408940208072
2016-07-018789.299188293127
2016-08-018773.29370069738
2016-09-018872.75637361381
2016-10-019667.314507831257
2016-11-019412.369955413284
2016-12-019655.882016691436
2017-01-0111291.871498799588
2017-02-0111307.876986395335
2017-03-0111736.595404138561
2017-04-0111890.934034526124
2017-05-0112810.1063221676
2017-06-0112470.561335314964
2017-07-0112093.289127700926
2017-08-0112789.527838115926
2017-09-0113035.326397622042
2017-10-0113457.185320681376
2017-11-0111922.945009717618
2017-12-0111846.347319080827
2018-01-0111822.339087687205
2018-02-0111877.21504515834
2018-03-0111357.036698296559
2018-04-0111033.497199039672
2018-05-0111130.673373728136
2018-06-0111167.25734537556
2018-07-0112880.98776723448
2018-08-0113283.411455356123
2018-09-0113452.612324225449
2018-10-0112690.065165199498
2018-11-0112782.668343432033
2018-12-0111735.45215502458
2019-01-0112795.244083685835
2019-02-0113981.936663999086
2019-03-0114460.958042757517
2019-04-0113805.876300445867
2019-05-0112607.751228992798
2019-06-0113217.10300674517
2019-07-0112798.673831027783
2019-08-0112312.79295758546
2019-09-0112518.577798102206
2019-10-0112851.263290270948
2019-11-0113476.62055561907
2019-12-0112685.492168743569
2020-01-0113068.480621927518
2020-02-0111866.925803132503
2020-03-0111494.226591974393
2020-04-0112088.716131244999
2020-05-0112538.013033039899
2020-06-0112281.925231507947
2020-07-0114330.627643763575
2020-08-0114434.663313135934
2020-09-0113757.859837658625
2020-10-0112982.736938378874
2020-11-0113453.755573339433
2020-12-0115194.923973933921
2021-01-0114603.86418200526
2021-02-0112603.17823253687
2021-03-0112800.960329255744
2021-04-0113354.292900423
2021-05-0113373.728135360696
2021-06-0113276.55196067223
2021-07-0114530.696238710414
2021-08-0114362.63861895507
2021-09-0112923.287984451812
2021-10-0113673.259403223963
2021-11-0112725.505887732937
2021-12-0113325.711672573454
2022-01-0113834.457528295416
2022-02-0116563.3931633703
2022-03-0115806.562249914256
2022-04-0114438.093060477879
2022-05-0114299.759917686064
2022-06-0113922.487710072024
2022-07-0114244.883960214931
2022-08-0113746.427346518805
2022-09-0112806.676574825655
2022-10-0114774.208299988568
2022-11-0115185.777981022065
2022-12-0114423.230821996114
2023-01-0114542.128729850234
2023-02-0114144.27803818452
2023-03-0114862.238481765178
2023-04-0114560.420715673945
2023-05-0114268.892191608551
2023-06-0114361.495369841088
2023-07-0115114.896535955188
2023-08-0115386.989825082886
2023-09-0115237.224191151254
2023-10-0115348.119355207498
2023-11-0116691.437064136277
2023-12-0117467.70321253001
2024-01-0118169.658168514918
2024-02-0118340.002286498227
2024-03-0118750.42871841774
2024-04-0117082.428261118097
2024-05-0117205.899165428145
2024-06-0118863.610380701957
2024-07-0120972.90499599863
2024-08-0122007.545444152278
2024-09-0122042.98616668572
2024-10-0119802.217903281125
2024-11-0120807.13387447125
2024-12-0121344.460958042757
2025-01-0124925.117183034185
2025-02-0125181.204984566135
2025-03-0126056.9338058763
2025-04-0125101.1775465874
2025-05-0126166.68572081857
2025-06-0125294.386646850347
2025-07-0121287.29850234366
2025-08-0122080.713387447122
2025-09-0123654.967417400254
2025-10-0122371.098662398537
2025-11-0121352.463701840636
2025-12-0121214.130559048815
2026-01-0120522.464845089744
2026-02-0117385.389276323313
2026-03-0116331.313593231964
2026-04-0115732.251057505433
Annual Return Matrix
YearAnnual Return
20170.2268529481411321
2018-0.009361127195522068
20190.08095470043838282
20200.19781903388608502
2021-0.12301557444887512
20220.08236101578586141
20230.21108116677235245
20240.22193860854767977
2025-0.006106052490626568
2026-0.2584069842638499
Total Factor Risk
0.2733861469259878
VTI.US Exposure
-0.05723448845132087
VEA.US Exposure
-0.05163798460485213
VWO.US Exposure
0.035128883515665565
QQQ.US Exposure
0.09110884006879279
VTV.US Exposure
0.32749810613306135
IJR.US Exposure
-0.02857823809098291
QUAL.US Exposure
0.06185298805526223
SHV.US Exposure
0.016169271637423908
TLT.US Exposure
-0.006531639630705016
LQD.US Exposure
0.031899810884871156
HYG.US Exposure
0.07105407276372458
GLD.US Exposure
0.0016643707391006167
USO.US Exposure
-0.0010427111136967113
VNQ.US Exposure
0.002658743671630412
BTC-USD.CC Exposure
0.004914187894485949
CPER.US Exposure
0.029265230580406178
VIX.INDX Exposure
0.0009444060179019226
UUP.US Exposure
0.07899137283134403
TIP.US Exposure
0.0481121820037369
Idiosyncratic Exposure
0.34376259509415
Value Score
43.8
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
27.3%

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 →15.4x
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$15.9B
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 →
-11.1%
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 →
-25.7%
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 →
41.1% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Check Point Software Technologies Ltd a high-risk investment?

Check Point Software Technologies Ltd (CHKP.US) has an annualized volatility of 27.3% and experienced a maximum drawdown of 39.9% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, CHKP.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 60% 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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