JOST Werke AG

10-Year Study

JST.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: JOST Werke AG has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 45.2% and an annualized volatility of 33.1%.

1Y CAGR
+3.4%
3Y CAGR
+4.3%
5Y CAGR
+1.5%
10Y CAGR
+9.8%

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 →
45.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -36.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.97.3-25.95.2————————-3.0%
20252.23.48.5-5.15.62.0-0.41.4-5.11.52.84.222.3%
20241.28.0-1.6-4.85.4-6.9-2.8-3.714.3-5.9-4.09.56.4%
20231.11.3-9.73.01.30.66.9-10.2-4.6-4.6-4.06.4-13.5%
2022-10.0-6.6-12.30.812.8-11.714.0-9.0-3.421.022.9-0.99.5%
2021-3.114.912.61.52.4-8.72.47.2-11.42.5-9.89.517.0%
2020-8.8-10.0-27.912.23.816.93.313.5-2.4-6.421.79.915.5%
201916.3-5.25.27.4-6.43.9-4.1-9.5-1.5-4.427.416.246.6%
2018-3.74.1-13.4-4.64.2-8.913.11.9-14.2-4.8-3.1-11.6-36.5%
2017———————17.915.33.27.10.450.8%

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 33.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 25.8% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-07-0110000
2017-08-0111786.352762352208
2017-09-0113594.166976137629
2017-10-0114028.232388223405
2017-11-0115017.877345861869
2017-12-0115076.820768812237
2018-01-0114523.054867042636
2018-02-0115112.532278541139
2018-03-0113093.94674796397
2018-04-0112486.591990603598
2018-05-0113010.044131998722
2018-06-0111850.34847869832
2018-07-0113408.657126324608
2018-08-0113662.351345982777
2018-09-0111723.522959866652
2018-10-0111161.811571047336
2018-11-0110817.521526224424
2018-12-019567.27322975412
2019-01-0111125.581877380406
2019-02-0110545.734050730207
2019-03-0111089.30900171864
2019-04-0111904.714610196132
2019-05-0111145.704686973719
2019-06-0111577.999637271243
2019-07-0111108.13635146689
2019-08-0110055.575227353202
2019-09-019905.215521336224
2019-10-019472.9205710387
2019-11-0112066.690272823842
2019-12-0114021.409633039408
2020-01-0112780.920467401911
2020-02-0111502.819784262754
2020-03-018288.783908661444
2020-04-019303.776697268308
2020-05-019660.89179455734
2020-06-0111296.064392990696
2020-07-0111672.006840027982
2020-08-0113250.826935201096
2020-09-0112931.28017341889
2020-10-0112104.301790325504
2020-11-0114735.639827617475
2020-12-0116201.711734275275
2021-01-0115694.236930969264
2021-02-0118024.855556227274
2021-03-0120299.12167822505
2021-04-0120599.841090259004
2021-05-0121098.334038639245
2021-06-0119260.33561046386
2021-07-0119719.83521750771
2021-08-0121136.593286063442
2021-09-0118724.27432657679
2021-10-0119183.77393362064
2021-11-0117307.516258021053
2021-12-0118954.045721096132
2022-01-0117058.615239789615
2022-02-0115929.060618884347
2022-03-0113976.198084446707
2022-04-0114091.06219070896
2022-05-0115897.537762654481
2022-06-0114043.475632400314
2022-07-0116015.85642850357
2022-08-0114576.039174705713
2022-09-0114082.900793685065
2022-10-0117041.515169834784
2022-11-0120946.851600756545
2022-12-0120749.639430343123
2023-01-0120986.319944036135
2023-02-0121262.468801008727
2023-03-0119191.41714670651
2023-04-0119763.449032291497
2023-05-0120025.304648973564
2023-06-0120147.164238399157
2023-07-0121528.210797225987
2023-08-0119334.781369560147
2023-09-0118441.12998644085
2023-10-0117588.156042456536
2023-11-0116877.29404347563
2023-12-0117953.734810733316
2024-01-0118177.115270017013
2024-02-0119639.43034312413
2024-03-0119334.781369560147
2024-04-0118400.538911295545
2024-05-0119397.956628004384
2024-06-0118054.39204069471
2024-07-0117550.544524954876
2024-08-0116899.748680790057
2024-09-0119313.967648049467
2024-10-0118180.35391962967
2024-11-0117445.569095509938
2024-12-0119104.059971154427
2025-01-0119523.918506939342
2025-02-0120195.700800594183
2025-03-0121917.19420670357
2025-04-0120804.52374577896
2025-05-0121979.635371235607
2025-06-0122411.455319589943
2025-07-0122325.091329919076
2025-08-0122627.365293767107
2025-09-0121483.042430628124
2025-10-0121806.907391893874
2025-11-0122411.455319589943
2025-12-0123361.459205969477
2026-01-0127075.110761816755
2026-02-0129061.482524246687
2026-03-0121547.81542288127
2026-04-0122670.54728860254
Annual Return Matrix
YearAnnual Return
2018-0.3654316532338907
20190.46555965282071887
20200.15549806747663242
20210.1698792097996782
20220.09473406024595965
2023-0.1347447327456317
20240.06407163593245291
20250.22285311296359933
2026-0.02957486136783738
Total Factor Risk
0.33141830337969397
VTI.US Exposure
-0.1132301939396859
VEA.US Exposure
0.25816539806822847
VWO.US Exposure
-0.01405591060250366
QQQ.US Exposure
0.031810913345347996
VTV.US Exposure
0.02079875126600055
IJR.US Exposure
0.11312500339592574
QUAL.US Exposure
0.10616495760029156
SHV.US Exposure
0.22379401608563435
TLT.US Exposure
0.010684257297738465
LQD.US Exposure
0.007083841963482188
HYG.US Exposure
0.09554493146580469
GLD.US Exposure
-0.00019465933103038927
USO.US Exposure
0.01315162980093737
VNQ.US Exposure
-0.01798435506240542
BTC-USD.CC Exposure
-0.0032550010008380857
CPER.US Exposure
0.012426130581580258
VIX.INDX Exposure
0.0017878401961402392
UUP.US Exposure
-0.011847318997630972
TIP.US Exposure
0.004531249084949854
Idiosyncratic Exposure
0.2614985187820325
Value Score
13.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.1%

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 →90.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.92%
Market Cap$817.9M
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 →
-12.0%
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 →
-3.7%
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 →
22.0% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JOST Werke AG a high-risk investment?

JOST Werke AG (JST.XETRA) has an annualized volatility of 33.1% and experienced a maximum drawdown of 45.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of JST.XETRA?

Over the past 10 years, JST.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 67% 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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