Chunghwa Telecom Co Ltd

10-Year Study

CHT.US · Communication Services · US · Common Stock

Executive Summary: Chunghwa Telecom Co Ltd has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 19.9% and an annualized volatility of 11.7%.

1Y CAGR
+3.9%
3Y CAGR
+6.2%
5Y CAGR
+5.2%
10Y CAGR
+6.8%

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 →
19.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +17.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.81.8-2.32.8————————4.1%
20253.20.10.83.17.57.2-3.50.30.3-2.4-1.8-0.214.9%
2024-3.80.63.6-3.75.0-2.50.04.02.6-5.01.1-1.20.2%
20231.31.04.55.4-0.7-5.2-1.6-0.7-1.3-0.96.53.011.1%
20222.82.8-0.4-1.4-1.9-0.4-2.6-1.1-10.5-3.26.10.2-10.0%
20210.21.8-0.74.40.3-0.82.02.3-3.80.51.55.313.5%
2020-3.1-1.71.23.50.66.3-2.80.1-1.94.30.81.48.6%
2019-1.9-0.82.11.4-1.02.4-2.40.73.42.51.7-0.97.4%
20184.5-0.15.0-2.2-4.6-0.90.42.12.0-2.3-1.03.15.6%
20170.04.23.4-0.46.4-2.20.52.3-1.4-0.32.02.117.6%
2016———1.0-0.67.04.1-0.8-2.3-2.5-2.3-5.4-2.2%

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 11.7%. The dominant macroeconomic risk driver is TIP.US, accounting for 24.8% of variance. Idiosyncratic stock-specific factors contribute 37.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110100.703105270852
2016-05-0110044.436961982694
2016-06-0110752.371374267323
2016-07-0111194.52579160261
2016-08-0111107.778462029215
2016-09-0110853.739040285673
2016-10-0110581.047613562356
2016-11-0110333.210758795462
2016-12-019775.467075445365
2017-01-019778.56835893369
2017-02-0110184.482063505424
2017-03-0110528.370098310686
2017-04-0110484.996433523987
2017-05-0111157.354693792558
2017-06-0110912.574818464156
2017-07-0110972.5625019383
2017-08-0111228.905734273168
2017-09-0111066.664303784008
2017-10-0111037.467934943932
2017-11-0111261.336298751068
2017-12-0111498.185749159331
2018-01-0112020.530496692703
2018-02-0112007.549410091577
2018-03-0112607.780677231705
2018-04-0112325.51957574442
2018-05-0111754.484677444365
2018-06-0111653.914484323011
2018-07-0111697.243845059877
2018-08-0111941.580679889948
2018-09-0112185.917514720019
2018-10-0111904.232365880565
2018-11-0111785.453208277768
2018-12-0112145.15778887348
2019-01-0111911.010885505042
2019-02-0111816.023002662674
2019-03-0112063.726945280067
2019-04-0112230.00004430405
2019-05-0112111.220886701252
2019-06-0112399.684555165188
2019-07-0112101.651211937284
2019-08-0112189.993487304673
2019-09-0112610.48322427153
2019-10-0112924.95336998755
2019-11-0113151.08124033618
2019-12-0113038.017305161864
2020-01-0112635.204884078456
2020-02-0112423.210005626615
2020-03-0112568.08424858116
2020-04-0113006.20699738163
2020-05-0113083.960604838887
2020-06-0113910.718478776145
2020-07-0113518.184597254034
2020-08-0113532.849237748824
2020-09-0113279.91741725111
2020-10-0113848.072552312007
2020-11-0113958.035203997995
2020-12-0114155.94139460288
2021-01-0114185.270675592456
2021-02-0114445.512664312646
2021-03-0114346.581721035118
2021-04-0114973.35111402533
2021-05-0115017.345035509696
2021-06-0114903.70514768755
2021-07-0115196.953653533466
2021-08-0115546.645518866879
2021-09-0114952.92694705223
2021-10-0115032.851452951314
2021-11-0115261.194525791601
2021-12-0116064.249733068096
2022-01-0116520.935878748678
2022-02-0116977.622024429253
2022-03-0116916.748259958444
2022-04-0116676.97474226119
2022-05-0116364.897015236162
2022-06-0116299.459933632532
2022-07-0115872.679021589363
2022-08-0115694.886869608752
2022-09-0114039.244527342245
2022-10-0113596.691373558457
2022-11-0114430.449287369356
2022-12-0114458.095014465272
2023-01-0114639.874530930872
2023-02-0114782.134834945262
2023-03-0115449.88547403118
2023-04-0116287.586448277236
2023-05-0116169.028810923606
2023-06-0115324.283492754073
2023-07-0115081.851732066827
2023-08-0114970.870087234676
2023-09-0114769.508180742801
2023-10-0114642.134037472366
2023-11-0115591.436913248237
2023-12-0116055.78765954996
2024-01-0115443.461386805368
2024-02-0115529.765675880431
2024-03-0116084.540987891705
2024-04-0115496.8920709042
2024-05-0116277.706645164435
2024-06-0115866.742278911714
2024-07-0115873.698014735526
2024-08-0116514.644703672362
2024-09-0116950.463641881503
2024-10-0116104.433506266809
2024-11-0116275.358530523274
2024-12-0116087.332143031195
2025-01-0116595.809722966776
2025-02-0116612.91108620239
2025-03-0116753.93087682145
2025-04-0117279.465515942815
2025-05-0118578.415953002263
2025-06-0119915.822305316928
2025-07-0119227.95762760674
2025-08-0119276.69208242325
2025-09-0119325.426537239768
2025-10-0118864.66441897454
2025-11-0118523.523235258937
2025-12-0118479.21918542574
2026-01-0118820.36036914134
2026-02-0119157.071147873627
2026-03-0118714.030649541673
2026-04-0119245.679247540014
Annual Return Matrix
YearAnnual Return
20170.17622878379297058
20180.05626731502067206
20190.07351567857820318
20200.08574341199857272
20210.13480617680381068
2022-0.09998317663703726
20230.11050505917177889
20240.001964679911699685
20250.14868139857674767
20260.04147686406137607
Total Factor Risk
0.11702646639218585
VTI.US Exposure
0.12800458428396835
VEA.US Exposure
0.0934814854709249
VWO.US Exposure
0.06828182291098665
QQQ.US Exposure
0.0014277730726890423
VTV.US Exposure
0.029780038323479877
IJR.US Exposure
-0.05429990782755713
QUAL.US Exposure
-0.06133061962510888
SHV.US Exposure
0.0006762634027428863
TLT.US Exposure
0.05205681033346664
LQD.US Exposure
-0.03911611219450393
HYG.US Exposure
-0.018533284022065777
GLD.US Exposure
-0.01060231808386323
USO.US Exposure
-0.0031238143400722797
VNQ.US Exposure
0.0794299864602121
BTC-USD.CC Exposure
0.0101129445749636
CPER.US Exposure
-0.021121230599763962
VIX.INDX Exposure
0.030824555388425497
UUP.US Exposure
0.09276469272874517
TIP.US Exposure
0.24808960451336917
Idiosyncratic Exposure
0.37319672522896125
Value Score
39.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.7%

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 →27.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.94%
Market Cap$33.0B
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 →
+1.8%
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 →
+0.9%
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 →
5.1% 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 →
0.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chunghwa Telecom Co Ltd a high-risk investment?

Chunghwa Telecom Co Ltd (CHT.US) has an annualized volatility of 11.7% and experienced a maximum drawdown of 19.9% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, CHT.US has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 90% 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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