NESTLEIND.NSE

10-Year Study

NESTLEIND.NSE · Unknown · Unknown · Common Stock

Executive Summary: NESTLEIND.NSE has compounded at 16.8% annually over the last 10 years, with a maximum drawdown of 19.3% and an annualized volatility of 22.5%.

1Y CAGR
+6.5%
3Y CAGR
+6.3%
5Y CAGR
+8.5%
10Y CAGR
+16.8%

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 →
19.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -17.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.4-2.5-9.17.0————————-1.8%
20256.6-4.72.86.10.32.9-8.42.9-0.310.3-0.82.120.0%
2024-5.73.91.0-4.4-6.18.4-3.31.87.6-15.9-1.3-2.9-17.8%
2023-3.0-1.85.511.0-0.45.6-1.5-2.52.47.70.69.737.0%
2022-6.0-4.8-1.56.0-3.5-1.310.82.9-3.97.0-0.9-2.90.6%
2021-7.2-5.66.6-4.58.5-0.40.410.0-0.1-1.70.82.98.4%
20203.92.73.310.0-2.1-1.7-3.8-3.5-0.28.74.22.825.8%
20193.7-7.54.1-1.35.73.6-2.012.27.97.6-3.32.736.8%
2018-5.13.95.714.53.21.67.310.2-16.34.66.13.542.4%
2017-2.96.96.80.3-0.21.40.55.51.30.35.93.132.2%
2016———-0.67.06.510.7-9.1-1.48.6-10.0-3.95.7%

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 22.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.4% of variance. Idiosyncratic stock-specific factors contribute 32.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019944.594129833271
2016-05-0110642.74356234767
2016-06-0111332.200227731262
2016-07-0112547.047498037064
2016-08-0111410.274021148432
2016-09-0111248.17856170052
2016-10-0112214.954937981674
2016-11-0110997.876163416568
2016-12-0110567.599820589943
2017-01-0110258.196224369338
2017-02-0110963.60045036469
2017-03-0111711.069012575597
2017-04-0111741.044030188068
2017-05-0111716.944746042853
2017-06-0111878.633821633195
2017-07-0111932.147842687846
2017-08-0112584.671669797006
2017-09-0112753.00115380553
2017-10-0112792.761846615464
2017-11-0113542.936829132239
2017-12-0113967.645232182549
2018-01-0113254.702465397406
2018-02-0113773.771276464322
2018-03-0114557.964675744457
2018-04-0116675.057451315544
2018-05-0117209.2875062994
2018-06-0117487.553442332777
2018-07-0118771.56291684779
2018-08-0120684.611319389518
2018-09-0117322.4990755669
2018-10-0118122.932199001363
2018-11-0119224.8276009664
2018-12-0119889.826691111415
2019-01-0120630.88689249145
2019-02-0119091.174202271795
2019-03-0119868.744025601223
2019-04-0119612.34707177286
2019-05-0120723.910321663043
2019-06-0121470.99774871759
2019-07-0121044.374051332656
2019-08-0123610.76986957062
2019-09-0125471.07974688057
2019-10-0127410.066981798514
2019-11-0126505.906182198596
2019-12-0127218.816486367894
2020-01-0128275.69345407583
2020-02-0129047.786713880934
2020-03-0130008.292996028318
2020-04-0132998.05422687605
2020-05-0132291.410409883207
2020-06-0131734.065770101315
2020-07-0130528.868312934086
2020-08-0129470.75536118598
2020-09-0129413.66444079327
2020-10-0131962.3717403551
2020-11-0133317.012653025915
2020-12-0134250.651912447844
2021-01-0131773.150759574113
2021-02-0129988.190220588887
2021-03-0131969.07587168586
2021-04-0130540.17011252324
2021-05-0133136.1093158149
2021-06-0133018.979388583466
2021-07-0133149.40215584232
2021-08-0136454.671157007906
2021-09-0136413.10217626371
2021-10-0135789.627581056
2021-11-0136076.69809989697
2021-12-0137118.63985967974
2022-01-0134888.11669276401
2022-02-0133225.980264292586
2022-03-0132738.87029736177
2022-04-0134698.465281743345
2022-05-0133489.242460211804
2022-06-0133069.95531400698
2022-07-0136645.93848490599
2022-08-0137718.770227140325
2022-09-0136240.278423439835
2022-10-0138776.45515328697
2022-11-0138434.551669332905
2022-12-0137334.19403350347
2023-01-0136214.036606649104
2023-02-0135551.84012233837
2023-03-0137521.75581391924
2023-04-0141646.03978029061
2023-05-0141477.06104396527
2023-06-0143814.13372998642
2023-07-0143161.54377532648
2023-08-0142076.63834463744
2023-09-0143072.74529549066
2023-10-0146379.53643264347
2023-11-0146651.61162760402
2023-12-0151163.81904400122
2024-01-0148237.42243463728
2024-02-0150114.71386698948
2024-03-0150619.49552012895
2024-04-0148400.601183599
2024-05-0145456.87194201407
2024-06-0149254.76234088885
2024-07-0147620.829913987895
2024-08-0148481.603826356506
2024-09-0152149.59085982588
2024-10-0143871.41702143596
2024-11-0143322.765148784885
2024-12-0142070.38147601383
2025-01-0144845.60329036265
2025-02-0142722.206755722844
2025-03-0143914.33019493981
2025-04-0146596.11257770663
2025-05-0146752.20245322392
2025-06-0148100.410958681765
2025-07-0144039.20786648535
2025-08-0145306.87541972209
2025-09-0145177.56359531647
2025-10-0149828.94666205857
2025-11-0149417.489017867
2025-12-0150471.59584235649
2026-01-0152211.45739170456
2026-02-0150889.868231236505
2026-03-0146284.29352240363
2026-04-0149538.53369610507
Annual Return Matrix
YearAnnual Return
20170.32174244571297494
20180.42399283204041427
20190.36847931905468734
20200.25834464292750314
20210.08373528055942114
20220.00580716789835467
20230.3704278441925688
2024-0.17773179832738784
20250.1996942759155289
2026-0.01848687624551748
Total Factor Risk
0.22537789215186976
VTI.US Exposure
0.0067366484242600755
VEA.US Exposure
0.0030187032962039964
VWO.US Exposure
-0.002424272980823949
QQQ.US Exposure
0.1128773320111386
VTV.US Exposure
0.01444312120377558
IJR.US Exposure
0.0075226249815326515
QUAL.US Exposure
-0.014013784669500156
SHV.US Exposure
0.31413705103757167
TLT.US Exposure
-0.008889493985296607
LQD.US Exposure
-0.005926693778263077
HYG.US Exposure
0.10248170072150925
GLD.US Exposure
0.023873110385967386
USO.US Exposure
0.03489882158711942
VNQ.US Exposure
0.028025945258912405
BTC-USD.CC Exposure
-0.0008276121335034996
CPER.US Exposure
-0.003868921428483102
VIX.INDX Exposure
0.001041002365335901
UUP.US Exposure
0.042847671588104874
TIP.US Exposure
0.022809277450281593
Idiosyncratic Exposure
0.3212377686641569
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
22.5%

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 →
+0.3%
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 →
+2.5%
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 →
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 NESTLEIND.NSE a high-risk investment?

NESTLEIND.NSE (NESTLEIND.NSE) has an annualized volatility of 22.5% and experienced a maximum drawdown of 19.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NESTLEIND.NSE has generated a Compound Annual Growth Rate (CAGR) of 16.8%. It has had a positive return in 80% 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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