HINDUNILVR.NSE

10-Year Study

HINDUNILVR.NSE · Unknown · Unknown · Common Stock

Executive Summary: HINDUNILVR.NSE has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 28.4% and an annualized volatility of 29.9%.

1Y CAGR
-7.9%
3Y CAGR
-5.5%
5Y CAGR
-0.1%
10Y CAGR
+11.6%

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 →
28.4%
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 →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +68.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -10.8%
% 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.
20262.5-1.5-12.14.1————————-7.6%
20256.1-11.33.13.70.3-1.39.95.5-5.5-1.90.8-6.11.4%
2024-6.8-2.8-6.1-1.54.47.29.42.76.5-14.5-0.1-6.8-10.8%
20230.6-4.54.1-4.08.61.2-4.4-2.2-1.60.73.24.75.6%
2022-3.7-4.5-5.79.15.3-4.418.20.91.4-5.45.9-4.610.2%
2021-5.5-5.814.0-3.2-0.66.4-5.616.7-0.8-10.9-3.21.8-0.1%
20205.86.95.7-4.5-6.36.71.8-4.2-2.30.83.212.026.8%
2019-3.1-1.7-2.84.41.80.7-3.49.05.310.3-6.4-5.57.0%
20180.1-3.81.213.26.82.65.52.8-9.61.48.23.734.8%
20173.51.25.32.514.12.17.15.5-3.85.43.57.568.1%
2016———-0.2-2.37.12.7-0.6-5.4-3.61.7-2.1-3.1%

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 29.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.3% of variance. Idiosyncratic stock-specific factors contribute 21.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019981.599268558753
2016-05-019755.031546704471
2016-06-0110448.156296055466
2016-07-0110727.222916291896
2016-08-0110663.270492980177
2016-09-0110091.183426386347
2016-10-019726.654365954973
2016-11-019896.67814769766
2016-12-019689.715097693286
2017-01-0110030.355141791008
2017-02-0110153.477234056247
2017-03-0110691.10882994156
2017-04-0110963.150676566649
2017-05-0112511.557497850401
2017-06-0112772.999057642259
2017-07-0113673.947521731165
2017-08-0114431.150947226317
2017-09-0113888.686260886212
2017-10-0114640.559011234027
2017-11-0115152.61244341315
2017-12-0116288.655234046346
2018-01-0116306.5187720633
2018-02-0115692.052012866236
2018-03-0115877.825216568992
2018-04-0117968.313014604068
2018-05-0119189.498074850602
2018-06-0119690.636000706356
2018-07-0120776.458220214645
2018-08-0121357.764219122106
2018-09-0119297.6942767033
2018-10-0119568.317635622774
2018-11-0121164.721162780334
2018-12-0121956.887545859485
2019-01-0121276.33361774603
2019-02-0120907.101020419952
2019-03-0120318.85689200184
2019-04-0121209.365154548323
2019-05-0121581.01883560231
2019-06-0121726.0528083416
2019-07-0120985.28205542912
2019-08-0122872.15456647418
2019-09-0124088.1343792239
2019-10-0126576.090849227712
2019-11-0124865.1124640427
2019-12-0123493.150164953862
2020-01-0124852.280885321168
2020-02-0126568.759933127258
2020-03-0128080.607069828544
2020-04-0126816.151120514514
2020-05-0125134.4947493675
2020-06-0126814.66249234644
2020-07-0127298.672942450165
2020-08-0126155.414761184104
2020-09-0125548.879650518957
2020-10-0125752.189620201774
2020-11-0126583.94658102379
2020-12-0129781.68327207733
2021-01-0128146.756952570195
2021-02-0126507.4868754817
2021-03-0130230.506315117167
2021-04-0129263.851916154916
2021-05-0129093.524467468855
2021-06-0130947.652109907627
2021-07-0129219.503339511193
2021-08-0134113.422904079205
2021-09-0133834.15824018405
2021-10-0130153.163664929933
2021-11-0129200.623177379453
2021-12-0129737.37100343771
2022-01-0128648.74811652229
2022-02-0127367.983271912293
2022-03-0125812.53847410662
2022-04-0128158.623068455443
2022-05-0129650.433137985267
2022-06-0128353.20756460762
2022-07-0133524.054877897834
2022-08-0133809.412685026415
2022-09-0134274.640344463936
2022-10-0132422.004630920885
2022-11-0134349.77480785639
2022-12-0132771.987384618944
2023-01-0132972.88947348443
2023-02-0131487.24186246858
2023-03-0132763.035811244587
2023-04-0131444.372011810003
2023-05-0134134.79841631088
2023-06-0134550.33362104676
2023-07-0133036.42517993091
2023-08-0132317.199926723846
2023-09-0131808.267332533458
2023-10-0132045.63586042543
2023-11-0133080.53940491181
2023-12-0134619.20000264058
2024-01-0132248.828654276833
2024-02-0131348.898464666534
2024-03-0129426.221310487897
2024-04-0128985.676492382747
2024-05-0130267.025565785978
2024-06-0132451.480128794392
2024-07-0135503.66958395978
2024-08-0136453.05127515361
2024-09-0138818.95673901312
2024-10-0133175.8182091242
2024-11-0133135.71766896012
2024-12-0130888.31162829846
2025-01-0132772.65743233096
2025-02-0129074.9776788293
2025-03-0129985.62533110424
2025-04-0131090.74855551906
2025-05-0131173.048898629702
2025-06-0130780.523066309965
2025-07-0133820.20936515455
2025-08-0135679.43663180548
2025-09-0133728.99045594601
2025-10-0133073.0302495185
2025-11-0133347.89174273469
2025-12-0131310.458190508096
2026-01-0132082.438973671746
2026-02-0131610.599956760467
2026-03-0127785.852091093482
2026-04-0128920.163650076658
Annual Return Matrix
YearAnnual Return
20170.6810251973171007
20180.3479865114933165
20190.06996723082384593
20200.26767517608193914
2021-0.001487903428251447
20220.10204723143920225
20230.05636559651822037
2024-0.10776934111873038
20250.013666870733811454
2026-0.07634172984271648
Total Factor Risk
0.29934074189752335
VTI.US Exposure
0.01614547655506576
VEA.US Exposure
-0.009940459938455765
VWO.US Exposure
0.027636986025821608
QQQ.US Exposure
0.02504049627684606
VTV.US Exposure
0.0053020132525764254
IJR.US Exposure
0.03445299799708243
QUAL.US Exposure
-0.003949849031843989
SHV.US Exposure
0.5829447468011181
TLT.US Exposure
-0.007862454432664883
LQD.US Exposure
0.010581190954615854
HYG.US Exposure
0.05042329567218753
GLD.US Exposure
-0.00007367131119603996
USO.US Exposure
0.029654131877990743
VNQ.US Exposure
-0.004027371036997006
BTC-USD.CC Exposure
0.00010819600402684898
CPER.US Exposure
0.007692233928577619
VIX.INDX Exposure
0.0014471481477979873
UUP.US Exposure
0.01781083431111365
TIP.US Exposure
0.004909578479970276
Idiosyncratic Exposure
0.21170447946636675
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
29.9%

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 →
-4.3%
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 →
-10.7%
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 →
19.9% 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 HINDUNILVR.NSE a high-risk investment?

HINDUNILVR.NSE (HINDUNILVR.NSE) has an annualized volatility of 29.9% and experienced a maximum drawdown of 28.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HINDUNILVR.NSE has generated a Compound Annual Growth Rate (CAGR) of 11.6%. 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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