COALINDIA.NSE

10-Year Study

COALINDIA.NSE · Unknown · Unknown · Common Stock

Executive Summary: COALINDIA.NSE has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 55.6% and an annualized volatility of 25.1%.

1Y CAGR
+18.2%
3Y CAGR
+30.9%
5Y CAGR
+35.4%
10Y CAGR
+12.5%

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 →
55.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +82.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -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.
202610.5-1.04.6-3.9————————9.9%
20254.6-6.77.8-3.23.1-1.3-4.02.44.0-0.3-0.66.111.3%
20248.08.8-0.64.78.1-3.710.41.5-2.8-11.4-4.5-7.78.2%
2023-0.1-1.9-0.89.13.5-4.2-0.82.128.36.513.99.982.2%
20229.49.48.0-0.15.5-3.813.812.7-9.615.9-1.6-1.071.4%
2021-7.120.9-11.42.111.0-0.7-2.31.830.1-11.2-7.61.821.1%
2020-14.0-7.3-9.36.0-4.8-6.0-2.73.9-13.7-1.616.87.9-25.8%
2019-6.71.66.06.80.50.1-19.4-9.68.23.9-1.13.0-10.0%
201813.93.2-2.90.63.9-10.8-1.29.5-6.9-0.0-8.01.2-0.1%
20173.14.1-3.4-5.5-5.1-7.02.0-4.714.15.8-3.7-4.7-6.8%
2016———-1.31.27.44.81.7-3.40.8-5.0-2.82.8%

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 25.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 13.5% of variance. Idiosyncratic stock-specific factors contribute 59.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019866.417254762193
2016-05-019981.162145182992
2016-06-0110721.014325206204
2016-07-0111234.802096503685
2016-08-0111423.190795595401
2016-09-0111039.561525300043
2016-10-0111125.193572436414
2016-11-0110570.30471938905
2016-12-0110275.733996226112
2017-01-0110590.855824204084
2017-02-0111025.86116471675
2017-03-0110655.632238876
2017-04-0110073.058438855924
2017-05-019559.666553502688
2017-06-018893.34934171273
2017-07-019069.941541970113
2017-08-018643.935557437862
2017-09-019861.87866490567
2017-10-0110429.88927600243
2017-11-0110042.112790274063
2017-12-019574.23312606655
2018-01-0110906.868677526649
2018-02-0111256.411152930401
2018-03-0110925.231694786598
2018-04-0110990.790858305541
2018-05-0111424.637865870232
2018-06-0110194.439776273688
2018-07-0110069.107474574761
2018-08-0111027.4266624108
2018-09-0110267.712512364387
2018-10-0110263.85741789878
2018-11-019444.367309971927
2018-12-019561.384315021447
2019-01-018921.970993177452
2019-02-019066.930665821508
2019-03-019614.017971642836
2019-04-0110267.57603886224
2019-05-0110322.547791103056
2019-06-0110334.762733485297
2019-07-018325.225378657575
2019-08-017523.038644558712
2019-09-018137.913805140652
2019-10-018451.458856622743
2019-11-018357.801378044007
2019-12-018606.194430753232
2020-01-017398.844373964465
2020-02-016857.265634957067
2020-03-016217.200962307372
2020-04-016592.31981268166
2020-05-016272.691539432383
2020-06-015897.572689058096
2020-07-015737.7593983435945
2020-08-015964.162171124238
2020-09-015149.555220449821
2020-10-015069.6499849428
2020-11-015919.687599746903
2020-12-016386.472092296691
2021-01-015936.189614704851
2021-02-017176.235226179453
2021-03-016357.211496708282
2021-04-016488.890380197131
2021-05-017203.375407023761
2021-06-017152.167390953724
2021-07-016988.786615220291
2021-08-017113.151195722176
2021-09-019251.946439225867
2021-10-018219.787191567066
2021-11-017597.492835141137
2021-12-017735.915878184428
2022-01-018464.221948773938
2022-02-019257.323607998476
2022-03-019994.415865213807
2022-04-019983.497985042053
2022-05-0110532.218461368413
2022-06-0110133.644778647875
2022-07-0111534.117811596638
2022-08-0112997.290831800357
2022-09-0111749.04214775456
2022-10-0113614.49506496026
2022-11-0113391.983478811078
2022-12-0113262.334779651688
2023-01-0113250.548431739
2023-02-0113004.408883635475
2023-03-0112898.75696325028
2023-04-0114073.016707289153
2023-05-0114565.06007653795
2023-06-0113946.232823794662
2023-07-0113840.579775529288
2023-08-0114132.22252173707
2023-09-0118134.457980259842
2023-10-0119304.720516930047
2023-11-0121982.66222582643
2023-12-0124157.474631154986
2024-01-0126094.572753347264
2024-02-0128380.576098639893
2024-03-0128211.60611265944
2024-04-0129524.375182575604
2024-05-0131922.462748937254
2024-06-0130749.415476095146
2024-07-0133937.11165675448
2024-08-0134457.19299947328
2024-09-0133485.73626326528
2024-10-0129672.109440469918
2024-11-0128338.932506521967
2024-12-0126144.095716423853
2025-01-0127341.408203523722
2025-02-0125507.826924530153
2025-03-0127500.24982546054
2025-04-0126609.357570726545
2025-05-0127438.09460433399
2025-06-0127068.616846695142
2025-07-0125991.2589285815
2025-08-0126621.243172095343
2025-09-0127697.317562560696
2025-10-0127604.9802677362
2025-11-0127441.029348570242
2025-12-0129107.991143884803
2026-01-0132153.75037079061
2026-02-0131832.250380377594
2026-03-0133295.80349620299
2026-04-0131987.476018447607
Annual Return Matrix
YearAnnual Return
2017-0.06826771405499554
2018-0.0013420198647684511
2019-0.09990079394335816
2020-0.2579214722972818
20210.2112972179922974
20220.7143845652525729
20230.8215099401818475
20240.08223628982753017
20250.11336767810251769
20260.09892420470822305
Total Factor Risk
0.25056428517453244
VTI.US Exposure
0.025999269111709678
VEA.US Exposure
0.011262481107497212
VWO.US Exposure
0.0019940577212542144
QQQ.US Exposure
0.0598344628806091
VTV.US Exposure
-0.008784443615094771
IJR.US Exposure
-0.0042475421202643115
QUAL.US Exposure
0.000008333297513795309
SHV.US Exposure
0.0015379183238066355
TLT.US Exposure
0.0292536752448268
LQD.US Exposure
0.002915725850255107
HYG.US Exposure
0.1351476884874207
GLD.US Exposure
0.00034718855723564056
USO.US Exposure
0.03657155479995195
VNQ.US Exposure
0.05503404272490908
BTC-USD.CC Exposure
-0.00016708198397472464
CPER.US Exposure
0.017486072756396416
VIX.INDX Exposure
-0.0005493673659371618
UUP.US Exposure
-0.0005164205223113889
TIP.US Exposure
0.03912164707167136
Idiosyncratic Exposure
0.5977507376725246
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.1%

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$0
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
1.30
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 →
-1.3%
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 →
+10.2%
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 →
7.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is COALINDIA.NSE a high-risk investment?

COALINDIA.NSE (COALINDIA.NSE) has an annualized volatility of 25.1% and experienced a maximum drawdown of 55.6% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of COALINDIA.NSE?

Over the past 10 years, COALINDIA.NSE has generated a Compound Annual Growth Rate (CAGR) of 12.5%. 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.

Run a Full Backtest on COALINDIA.NSE

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest