JSWSTEEL.NSE

10-Year Study

JSWSTEEL.NSE · Unknown · Unknown · Common Stock

Executive Summary: JSWSTEEL.NSE has compounded at 25.8% annually over the last 10 years, with a maximum drawdown of 62.5% and an annualized volatility of 23.7%.

1Y CAGR
+24.9%
3Y CAGR
+21.6%
5Y CAGR
+12.8%
10Y CAGR
+25.8%

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 →
62.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +71.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -10.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.34.1-11.28.2————————4.3%
20254.80.611.8-3.1-3.52.73.0-2.111.35.5-3.80.429.6%
2024-7.0-2.33.86.3-0.25.80.41.49.5-6.40.2-6.73.2%
2023-6.7-6.93.15.4-4.012.74.5-4.5-0.0-5.58.89.915.1%
2022-4.1-0.216.8-0.8-24.22.415.05.9-5.36.710.33.320.7%
2021-5.37.818.553.2-1.0-3.88.8-6.7-2.80.1-9.17.871.1%
2020-7.2-6.0-38.023.52.02.817.622.52.911.313.310.644.9%
2019-10.52.42.57.0-11.91.8-12.8-8.45.7-0.814.73.2-10.6%
20187.57.7-7.712.82.1-1.52.220.0-3.7-11.1-7.4-2.414.9%
201721.8-5.70.75.7-2.66.18.815.0-2.34.0-1.45.967.6%
2016———7.01.25.415.04.7-1.4-4.14.2-5.927.5%

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 23.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.7% of variance. Idiosyncratic stock-specific factors contribute 37.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110700.954354791596
2016-05-0110825.250611815123
2016-06-0111411.259728727757
2016-07-0113121.609063841428
2016-08-0113731.790207727157
2016-09-0113545.757627198092
2016-10-0112993.54167930109
2016-11-0113543.014025999066
2016-12-0112747.982751328833
2017-01-0115520.815485139401
2017-02-0114643.534436299857
2017-03-0114741.444717892384
2017-04-0115587.39151056697
2017-05-0115184.00136226685
2017-06-0116111.497463360609
2017-07-0117525.41340058511
2017-08-0120151.254257414937
2017-09-0119679.95071051591
2017-10-0120472.06095031884
2017-11-0120186.899886892657
2017-12-0121371.104106159357
2018-01-0122967.20204848494
2018-02-0124729.648027215677
2018-03-0122824.619530574073
2018-04-0125743.54637996917
2018-05-0126290.10034006354
2018-06-0125886.12095308892
2018-07-0126443.855882548447
2018-08-0131722.224149569698
2018-09-0130545.69592265375
2018-10-0127164.17831395113
2018-11-0125151.280740051996
2018-12-0124551.012047216424
2019-01-0121977.85442441445
2019-02-0122498.088615670466
2019-03-0123070.343975027932
2019-04-0124679.06619043823
2019-05-0121745.75397259418
2019-06-0122137.92739996912
2019-07-0119301.296669358184
2019-08-0117675.583194012594
2019-09-0118691.654447136552
2019-10-0118533.14791956376
2019-11-0121260.282214870054
2019-12-0121951.21289153586
2020-01-0120378.333601249342
2020-02-0119159.04915680608
2020-03-0111888.04120910187
2020-04-0114684.268704487933
2020-05-0114972.83146264399
2020-06-0115391.454423778865
2020-07-0118092.68605178044
2020-08-0122163.02764337104
2020-09-0122816.086824914546
2020-10-0125383.154765325435
2020-11-0128767.574871049423
2020-12-0131806.981829468234
2021-01-0130135.307737511517
2021-02-0132484.691049583704
2021-03-0138481.35582627284
2021-04-0158968.59662415232
2021-05-0158397.6839344936
2021-06-0156179.74189492272
2021-07-0161129.48976697663
2021-08-0157035.94673706105
2021-09-0155435.02365826382
2021-10-0155505.53103116238
2021-11-0150466.35659029692
2021-12-0154410.595809016755
2022-01-0152170.96978622421
2022-02-0152046.54376427911
2022-03-0160772.81101804818
2022-04-0160316.58933295269
2022-05-0145725.80566140519
2022-06-0146824.88276798641
2022-07-0153838.59733123873
2022-08-0157028.21380704062
2022-09-0154013.8964989689
2022-10-0157631.06985351659
2022-11-0163569.9071439297
2022-12-0165677.78734389479
2023-01-0161265.350991602616
2023-02-0157053.864889293305
2023-03-0158841.06683714423
2023-04-0162022.13471770436
2023-05-0159542.274101119714
2023-06-0167110.1166586645
2023-07-0170136.42530479528
2023-08-0166950.55347387315
2023-09-0166946.25269361521
2023-10-0163232.26941104469
2023-11-0168792.516218629
2023-12-0175589.33268786319
2024-01-0170299.58483169887
2024-02-0168706.64361971039
2024-03-0171291.41255472967
2024-04-0175756.7876984973
2024-05-0175615.09499719151
2024-06-0179990.30205831
2024-07-0180335.63034899613
2024-08-0181447.73691300904
2024-09-0189145.93760319953
2024-10-0183399.33247865035
2024-11-0183602.71383471497
2024-12-0178020.54470017551
2025-01-0181785.2634188184
2025-02-0182278.57138884747
2025-03-0192014.90760605171
2025-04-0189124.30658525198
2025-05-0185982.7084269605
2025-06-0188319.43039025608
2025-07-0190969.7014797703
2025-08-0189086.6059031387
2025-09-0199161.56500732643
2025-10-01104654.63595775384
2025-11-01100688.87165163469
2025-12-01101079.37402461137
2026-01-01105383.57583925463
2026-02-01109748.5182302501
2026-03-0197408.64748140852
2026-04-01105426.9649918076
Annual Return Matrix
YearAnnual Return
20170.6764302653242658
20180.1487947429043024
2019-0.10589376725817412
20200.4489851648121299
20210.7106494448526057
20220.20707715780996594
20230.15091168178475112
20240.032163427376078246
20250.2955481714854524
20260.04301165306126298
Total Factor Risk
0.23699812078394653
VTI.US Exposure
0.01142881420670315
VEA.US Exposure
-0.04862923304848715
VWO.US Exposure
0.0005808687410904673
QQQ.US Exposure
0.033067698886305466
VTV.US Exposure
0.15275158888931445
IJR.US Exposure
-0.06797779041109778
QUAL.US Exposure
-0.047189543993013436
SHV.US Exposure
0.27688619717223434
TLT.US Exposure
0.017290281781724648
LQD.US Exposure
-0.012352871641738752
HYG.US Exposure
-0.012859680209791032
GLD.US Exposure
0.012561256029600473
USO.US Exposure
-0.0004194226191925476
VNQ.US Exposure
0.22283569934087455
BTC-USD.CC Exposure
-0.003082898553458478
CPER.US Exposure
0.060358168546511194
VIX.INDX Exposure
0.02180959353854814
UUP.US Exposure
0.00825792427745144
TIP.US Exposure
-0.003984252008001644
Idiosyncratic Exposure
0.3786676010744224
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
23.7%

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 →
+0.9%
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 →
+6.9%
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 →
5.1% 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 JSWSTEEL.NSE a high-risk investment?

JSWSTEEL.NSE (JSWSTEEL.NSE) has an annualized volatility of 23.7% and experienced a maximum drawdown of 62.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, JSWSTEEL.NSE has generated a Compound Annual Growth Rate (CAGR) of 25.8%. It has had a positive return in 90% 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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