RHI Magnesita NV

10-Year Study

RHIM.LSE · Industrials · GB · Common Stock

Executive Summary: RHI Magnesita NV has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 61.3% and an annualized volatility of 89.8%.

1Y CAGR
-2.5%
3Y CAGR
+7.7%
5Y CAGR
-5.3%
10Y CAGR
+0.8%

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 →
61.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +64.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.420.8-29.412.5————————-4.5%
20258.1-5.5-8.92.6-7.36.5-19.2-12.71.01.720.510.1-9.4%
2024-2.89.8-4.42.5-2.91.65.9-8.53.8-6.4-3.65.3-1.4%
202321.0-3.9-13.30.911.19.712.7-3.6-1.8-7.88.923.864.2%
20223.0-18.3-12.4-1.54.2-17.413.1-17.8-6.69.718.31.6-28.6%
202110.71.27.47.6-2.0-7.2-6.62.6-14.62.4-10.29.6-2.8%
2020-17.0-6.4-31.419.1-0.91.6-1.411.6-6.00.727.39.0-7.7%
20197.74.21.89.7-3.53.9-7.4-1.3-8.2-14.39.32.41.1%
201816.5-2.8-0.6-2.619.0-8.65.91.2-4.9-19.2-4.49.32.8%
2017——————————18.3-2.914.9%

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 89.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.7% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-0111832.352861332183
2017-12-0111485.293889520526
2018-01-0113385.293824884675
2018-02-0113014.70578730022
2018-03-0112941.176446825055
2018-04-0112599.999741456595
2018-05-0114999.99959602593
2018-06-0113712.194894543378
2018-07-0114523.003172327582
2018-08-0114695.895995098017
2018-09-0113974.515457340662
2018-10-0111291.694567809149
2018-11-0110796.863092864269
2018-12-0111804.41118678533
2019-01-0112710.608649957438
2019-02-0113241.210816938989
2019-03-0113479.68398239578
2019-04-0114791.28518048592
2019-05-0114272.606308200544
2019-06-0114829.108868749794
2019-07-0113731.337609856711
2019-08-0113559.619139709746
2019-09-0112449.58242008262
2019-10-0110664.938088549825
2019-11-0111658.451315307257
2019-12-0111933.335875676818
2020-01-019905.165067037073
2020-02-019272.524301464196
2020-03-016357.416301420244
2020-04-017573.078505412284
2020-05-017504.8525365370315
2020-06-017622.697428591928
2020-07-017517.25736832546
2020-08-018385.587514034061
2020-09-017883.196472304508
2020-10-017939.0176093913315
2020-11-0110103.64035578158
2020-12-0111016.964729508658
2021-01-0112192.191552869865
2021-02-0112336.737919074623
2021-03-0113254.294729140234
2021-04-0114266.120908469818
2021-05-0113983.31239670383
2021-06-0112977.568047008363
2021-07-0112125.21426784709
2021-08-0112444.508101780782
2021-09-0110623.202719359537
2021-10-0110882.463178571406
2021-11-019774.124361963353
2021-12-0110713.943779090174
2022-01-0111031.538094108506
2022-02-019015.787064297807
2022-03-017894.4851237356415
2022-04-017777.817816096784
2022-05-018101.914497756814
2022-06-016693.32437695887
2022-07-017570.751614765156
2022-08-016224.949163902946
2022-09-015812.017372177756
2022-10-016372.9163825382375
2022-11-017536.0082287902305
2022-12-017653.005583244837
2023-01-019256.558034268635
2023-02-018891.801362394473
2023-03-017708.063209338071
2023-04-017776.885039967579
2023-05-018637.159942706781
2023-06-019471.14623279636
2023-07-0110671.110812349845
2023-08-0110288.147433084117
2023-09-0110106.506551813069
2023-10-019321.817217568801
2023-11-0110150.100201728494
2023-12-0112569.558679334432
2024-01-0112220.807864114759
2024-02-0113419.638892425906
2024-03-0112831.121790749186
2024-04-0113150.809903375866
2024-05-0112765.070010322346
2024-06-0112970.958223263866
2024-07-0113738.359891127375
2024-08-0112570.816250616463
2024-09-0113046.263029779677
2024-10-0112209.476795406203
2024-11-0111772.065386919903
2024-12-0112399.655264687044
2025-01-0113407.60288896401
2025-02-0112665.905687243921
2025-03-0111543.851142988078
2025-04-0111848.136936221867
2025-05-0110979.471492034603
2025-06-0111689.096384335116
2025-07-019441.951430682251
2025-08-018241.071041910533
2025-09-018321.86585604691
2025-10-018463.256780785572
2025-11-0110200.345284717694
2025-12-0111230.47916495651
2026-01-0111190.081757888322
2026-02-0113512.932664309183
2026-03-019533.788068092577
2026-04-0110725.511576604149
Annual Return Matrix
YearAnnual Return
20180.02778486126123214
20190.010921738225775801
2020-0.07679086181056538
2021-0.02750493968695844
2022-0.2856966826556627
20230.6424342753458441
2024-0.01351705489284416
2025-0.0942910165462606
2026-0.04496402877697847
Total Factor Risk
0.8977190834743635
VTI.US Exposure
-0.03261800037431814
VEA.US Exposure
0.039560583106701235
VWO.US Exposure
-0.007700967867339646
QQQ.US Exposure
-0.00046507387391643096
VTV.US Exposure
0.008375496591692635
IJR.US Exposure
0.025579454872536916
QUAL.US Exposure
0.04479915531441873
SHV.US Exposure
0.7873975255619102
TLT.US Exposure
0.018707225641261805
LQD.US Exposure
-0.0024646527699508226
HYG.US Exposure
0.015049548387905922
GLD.US Exposure
-0.002198874499407564
USO.US Exposure
0.0027963733604214796
VNQ.US Exposure
0.011507182472455468
BTC-USD.CC Exposure
-0.0003026866876554895
CPER.US Exposure
0.026374365382569567
VIX.INDX Exposure
-0.001545592837812022
UUP.US Exposure
-0.0017438891804814269
TIP.US Exposure
0.010791399261675274
Idiosyncratic Exposure
0.05810142813733216
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
88.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.8%

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 →15.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.41%
Market Cap$1.1B
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 →
-2.7%
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 →
+6.6%
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 →
20.6% 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 →
1.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is RHI Magnesita NV a high-risk investment?

RHI Magnesita NV (RHIM.LSE) has an annualized volatility of 89.8% and experienced a maximum drawdown of 61.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of RHIM.LSE?

Over the past 10 years, RHIM.LSE has generated a Compound Annual Growth Rate (CAGR) of 0.8%. It has had a positive return in 33% 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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