HINDALCO.NSE

10-Year Study

HINDALCO.NSE · Unknown · Unknown · Common Stock

Executive Summary: HINDALCO.NSE has compounded at 26.8% annually over the last 10 years, with a maximum drawdown of 64.6% and an annualized volatility of 35.8%.

1Y CAGR
+73.0%
3Y CAGR
+39.0%
5Y CAGR
+22.7%
10Y CAGR
+26.8%

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 →
64.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +99.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -16.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.6-3.9-4.417.6————————17.3%
2025-1.46.77.6-8.51.49.4-1.43.88.211.3-4.79.748.3%
2024-5.8-13.011.215.07.00.6-3.55.37.8-9.3-4.4-8.2-1.5%
2023-1.0-14.81.57.6-6.93.79.90.17.1-6.712.219.230.7%
20222.817.3-0.7-15.3-12.5-19.922.66.7-11.03.911.15.00.5%
2021-5.950.4-3.911.58.2-5.619.66.04.2-5.8-10.215.299.1%
2020-12.4-17.7-38.636.16.65.311.613.6-4.9-2.632.66.311.9%
2019-7.8-6.13.41.8-4.45.1-8.0-2.53.7-1.86.58.0-3.8%
2018-6.4-4.2-12.69.8-0.6-1.6-7.411.5-3.0-4.02.60.0-16.9%
201722.5-2.95.82.20.7-4.915.08.41.611.1-10.113.877.2%
2016———9.69.216.78.719.2-3.5-2.017.4-11.877.4%

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 35.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.0% of variance. Idiosyncratic stock-specific factors contribute 30.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110955.087875968304
2016-05-0111967.025769524282
2016-06-0113968.161919381431
2016-07-0115184.763943835924
2016-08-0118106.876664877855
2016-09-0117473.25633583813
2016-10-0117124.2447815916
2016-11-0120110.834238139414
2016-12-0117742.162391775717
2017-01-0121735.720819599464
2017-02-0121094.92305566071
2017-03-0122319.306181293094
2017-04-0122811.350590053742
2017-05-0122965.828143698458
2017-06-0121850.14932189233
2017-07-0125134.251035500292
2017-08-0127234.016825926403
2017-09-0127657.012166232867
2017-10-0130737.67557051317
2017-11-0127639.769312583114
2017-12-0131444.6196278439
2018-01-0129444.487431399983
2018-02-0128208.770540715814
2018-03-0124662.561181300025
2018-04-0127088.00908919886
2018-05-0126921.33063578632
2018-06-0126496.0149243314
2018-07-0124530.36658628568
2018-08-0127352.392732523607
2018-09-0126535.797733894105
2018-10-0125466.971920273525
2018-11-0126137.15612168914
2018-12-0126137.15612168914
2019-01-0124091.942164518012
2019-02-0122618.69137538382
2019-03-0123381.318793573406
2019-04-0123808.845790999272
2019-05-0122763.127545994885
2019-06-0123924.396576389438
2019-07-0122017.840973224673
2019-08-0121459.095600677992
2019-09-0122261.851572975906
2019-10-0121860.471737925633
2019-11-0123285.647395106054
2019-12-0125147.1064463331
2020-01-0122029.1654937699
2020-02-0118137.561031076795
2020-03-0111133.834108254097
2020-04-0115147.59548073052
2020-05-0116153.94691896774
2020-06-0117009.05083415494
2020-07-0118975.21686456844
2020-08-0121552.16929279987
2020-09-0120493.20921658816
2020-10-0119955.299112943372
2020-11-0126468.688162917788
2020-12-0128129.195677083837
2021-01-0126462.843785865796
2021-02-0139787.816387459454
2021-03-0138220.85773305286
2021-04-0142611.84674272122
2021-05-0146102.413417107055
2021-06-0143506.41175864258
2021-07-0152013.5801801477
2021-08-0155140.43838374594
2021-09-0157454.14609186174
2021-10-0154139.6022181269
2021-11-0148599.654163009305
2021-12-0155994.09830700729
2022-01-0157583.665326675444
2022-02-0167556.7536436067
2022-03-0167056.34480530376
2022-04-0156830.09752492203
2022-05-0149753.56456617611
2022-06-0139874.6703755627
2022-07-0148870.46643620112
2022-08-0152164.59474163222
2022-09-0146407.47473823024
2022-10-0148201.75211132974
2022-11-0153554.861293112335
2022-12-0156246.269957156335
2023-01-0155658.08268009339
2023-02-0147435.32704984222
2023-03-0148166.105294005356
2023-04-0151820.00391042628
2023-05-0148231.46025763515
2023-06-0150019.78786630779
2023-07-0154968.89362207625
2023-08-0154998.91238380233
2023-09-0158921.8483281541
2023-10-0154957.04586245931
2023-11-0161672.69177382205
2023-12-0173537.18764545654
2024-01-0169291.32629549048
2024-02-0160261.38842319688
2024-03-0167006.93476660163
2024-04-0177071.43646227525
2024-05-0182447.53118518734
2024-06-0182949.85548525109
2024-07-0180085.38965826295
2024-08-0184363.6141768206
2024-09-0190961.38153603947
2024-10-0182523.217809357
2024-11-0178932.63666731841
2024-12-0172467.18408169925
2025-01-0171486.83744043649
2025-02-0176304.34949411749
2025-03-0182090.18293491821
2025-04-0175137.56704000606
2025-05-0176202.11264708587
2025-06-0183341.17175045193
2025-07-0182162.35664659223
2025-08-0185297.338922562
2025-09-0192325.17551851283
2025-10-01102733.63941894578
2025-11-0197953.50475421861
2025-12-01107441.08267963116
2026-01-01116637.85061524501
2026-02-01112045.52734594376
2026-03-01107168.45108754687
2026-04-01126004.26633978092
Annual Return Matrix
YearAnnual Return
20170.7723104395899274
2018-0.16878765171816723
2019-0.037879012955601477
20200.11858577992322394
20210.9906043155234723
20220.004503539797469758
20230.30741447746616735
2024-0.014550509721911964
20250.4826170499256941
20260.17277547095743273
Total Factor Risk
0.3582704325314026
VTI.US Exposure
0.016039731794693306
VEA.US Exposure
0.1219510547237217
VWO.US Exposure
0.0019362817231047917
QQQ.US Exposure
0.014371383542572069
VTV.US Exposure
0.05322789834907705
IJR.US Exposure
-0.021399450629654943
QUAL.US Exposure
-0.05750170198404755
SHV.US Exposure
0.26984648308010944
TLT.US Exposure
-0.020331007870605315
LQD.US Exposure
0.01048780310112506
HYG.US Exposure
0.1299580487732563
GLD.US Exposure
-0.0007130800762260805
USO.US Exposure
0.003208706313372817
VNQ.US Exposure
-0.011288728357575198
BTC-USD.CC Exposure
0.0016541371957694703
CPER.US Exposure
0.06649846780989756
VIX.INDX Exposure
0.0027945407599309774
UUP.US Exposure
-0.012851996865607961
TIP.US Exposure
0.12719071348247735
Idiosyncratic Exposure
0.3049207151346092
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
35.8%

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$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 →
+11.3%
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 →
+26.9%
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 →
0.0% 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 HINDALCO.NSE a high-risk investment?

HINDALCO.NSE (HINDALCO.NSE) has an annualized volatility of 35.8% and experienced a maximum drawdown of 64.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HINDALCO.NSE has generated a Compound Annual Growth Rate (CAGR) of 26.8%. It has had a positive return in 70% 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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