HAVELLS.NSE

10-Year Study

HAVELLS.NSE · Unknown · Unknown · Common Stock

Executive Summary: HAVELLS.NSE has compounded at 14.4% annually over the last 10 years, with a maximum drawdown of 40.3% and an annualized volatility of 32.4%.

1Y CAGR
-16.4%
3Y CAGR
+0.2%
5Y CAGR
+5.3%
10Y CAGR
+14.4%

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 →
40.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +65.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.9%
% 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.
2026-9.58.7-14.88.4————————-9.1%
2025-6.3-9.27.54.7-4.31.6-3.31.7-1.5-0.5-3.5-1.2-14.4%
2024-5.418.6-1.19.815.0-4.51.52.76.0-18.64.9-2.523.1%
20237.71.3-0.73.56.3-1.64.03.80.3-10.34.55.025.1%
2022-15.20.1-2.813.8-8.4-8.213.811.4-3.1-9.83.1-12.3-20.9%
202114.35.8-5.0-5.74.1-4.619.78.18.3-7.87.72.753.8%
2020-6.91.7-21.117.3-11.916.80.65.610.17.410.114.342.5%
20193.20.36.31.9-3.45.1-17.45.25.8-3.7-3.5-3.0-5.8%
2018-7.1-2.8-3.912.2-0.6-0.117.614.3-18.08.66.01.023.9%
201722.7-3.314.73.90.7-4.92.83.3-1.10.35.110.465.5%
2016———3.49.7-0.48.37.20.1-2.7-15.4-0.67.4%

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 32.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.5% of variance. Idiosyncratic stock-specific factors contribute 36.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110337.638694357982
2016-05-0111342.774446024217
2016-06-0111294.37718106062
2016-07-0112227.993536715927
2016-08-0113105.117743807723
2016-09-0113123.950156609328
2016-10-0112775.608543970478
2016-11-0110806.390682577237
2016-12-0110740.485381517708
2017-01-0113182.00488645124
2017-02-0112744.224582528672
2017-03-0114616.16030719839
2017-04-0115185.743069493945
2017-05-0115295.582862667225
2017-06-0114540.767541959889
2017-07-0114945.381422018185
2017-08-0115436.920629727381
2017-09-0115272.546240953698
2017-10-0115323.122975960985
2017-11-0116099.15784503856
2017-12-0117779.247271514225
2018-01-0116511.67217675919
2018-02-0116047.000205324197
2018-03-0115421.117690466188
2018-04-0117298.776432691073
2018-05-0117200.780700217612
2018-06-0117175.49029677745
2018-07-0120202.296760346555
2018-08-0123095.393093024282
2018-09-0118931.693210019374
2018-10-0120565.324601065873
2018-11-0121804.09017610749
2018-12-0122020.63442021465
2019-01-0122719.62843344152
2019-02-0122780.12628710634
2019-03-0124219.5130467393
2019-04-0124668.5205225964
2019-05-0123818.26660568358
2019-06-0125034.732568031584
2019-07-0120676.889850439085
2019-08-0121758.3223231583
2019-09-0123015.975281287534
2019-10-0122168.457663056375
2019-11-0121386.62953661372
2019-12-0120736.17225000201
2020-01-0119315.09466748525
2020-02-0119643.527874872154
2020-03-0115497.953934696725
2020-04-0118176.90842835982
2020-05-0116007.61603133062
2020-06-0118693.026479695756
2020-07-0118810.762652658337
2020-08-0119855.89844911518
2020-09-0121865.5143808885
2020-10-0123479.989645226862
2020-11-0125850.886584186126
2020-12-0129552.398338309333
2021-01-0133791.50523810837
2021-02-0135758.02853751859
2021-03-0133974.24682818905
2021-04-0132028.748645211494
2021-05-0133340.30098674717
2021-06-0131814.27087667121
2021-07-0138093.068562503606
2021-08-0141169.97535193453
2021-09-0144566.60154045065
2021-10-0141087.3489042437
2021-11-0144256.04792757441
2021-12-0145448.377862488574
2022-01-0138531.89431982873
2022-02-0138574.19293694939
2022-03-0137495.732931548046
2022-04-0142676.580591681835
2022-05-0139097.97018147015
2022-06-0135875.32698412957
2022-07-0140813.002386422995
2022-08-0145456.67633974039
2022-09-0144053.61883135411
2022-10-0139733.34932222147
2022-11-0140950.212292190685
2022-12-0135932.50015345871
2023-01-0138701.97645663369
2023-02-0139203.05300896657
2023-03-0138923.042515749745
2023-04-0140288.6998702803
2023-05-0142834.99274035936
2023-06-0142153.764309198086
2023-07-0143837.87471029896
2023-08-0145497.34213577274
2023-09-0145641.92620361259
2023-10-0140949.41013320217
2023-11-0142806.04172305787
2023-12-0144951.845520466304
2024-01-0142534.94863179467
2024-02-0150438.19359903594
2024-03-0149899.672102243916
2024-04-0154807.30115338858
2024-05-0163024.133278919544
2024-06-0160218.726768055625
2024-07-0161125.77720604156
2024-08-0162761.43231798804
2024-09-0166513.54116648372
2024-10-0154138.69960051872
2024-11-0156768.97078013728
2024-12-0155351.39704436988
2025-01-0151884.58398029458
2025-02-0147100.951606908704
2025-03-0150648.92524438109
2025-04-0153037.43303423051
2025-05-0150780.491534117864
2025-06-0151581.937944858495
2025-07-0149902.55906022799
2025-08-0150733.93373779927
2025-09-0149949.11685654659
2025-10-0149679.75023945159
2025-11-0147950.48683823029
2025-12-0147385.15205748181
2026-01-0142863.467348515376
2026-02-0146602.76201255989
2026-03-0139714.58613126151
2026-04-0143066.94291610649
Annual Return Matrix
YearAnnual Return
20170.6553485843487914
20180.23855830811779888
2019-0.05832993481030324
20200.42516169242886503
20210.5378913529184866
2022-0.20937771943856143
20230.25100801025501207
20240.23134871112619226
2025-0.14392129941187015
2026-0.09113000494621204
Total Factor Risk
0.32419675131943876
VTI.US Exposure
0.011434065261373331
VEA.US Exposure
0.08136273339221617
VWO.US Exposure
-0.0037603913784897843
QQQ.US Exposure
0.0037296350782160407
VTV.US Exposure
0.001724477434912008
IJR.US Exposure
-0.004838210953623476
QUAL.US Exposure
-0.003485650169977045
SHV.US Exposure
0.3847030684753012
TLT.US Exposure
-0.009104938716611551
LQD.US Exposure
0.0446477373689893
HYG.US Exposure
0.021996994650423218
GLD.US Exposure
-0.002000089116122643
USO.US Exposure
0.007246993619834037
VNQ.US Exposure
0.06285750382281685
BTC-USD.CC Exposure
0.0017690943175989586
CPER.US Exposure
0.0035103457031198278
VIX.INDX Exposure
0.011780418282382738
UUP.US Exposure
0.01881343429904309
TIP.US Exposure
0.0007523651979849144
Idiosyncratic Exposure
0.3668604134306128
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
32.4%

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 →
-2.5%
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 →
-10.5%
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 →
21.9% 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 HAVELLS.NSE a high-risk investment?

HAVELLS.NSE (HAVELLS.NSE) has an annualized volatility of 32.4% and experienced a maximum drawdown of 40.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HAVELLS.NSE has generated a Compound Annual Growth Rate (CAGR) of 14.4%. 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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