Bouygues SA (Euronext Paris: EN.PA) closed at €43.99, -3.7%, on 2026-08-27, with a return on equity of 8.4%, a net margin of 1.9% and 3-year sales growth of 14.7%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 711 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 21.27% | Sharpe | 0.90 |
| Sortino | 1.34 |
| Beta | −0.08 | Correlation | −0.05 |
| Up capture | 26.99% | Down capture | −103.55% |
Relative Value shows 0.22 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.98% | Ulcer Index | 9.38 |
| MTD | −9.78% | QTD | −9.88% |
| YTD | 3.38% | Window (ann., 3.0y) | 17.28% |
| Skewness | 0.29 | Excess Kurtosis | 5.89 |
| Omega (θ=0) | 1.18 | Tail Ratio | 1.02 |
| Gain/Pain | 0.18 | Hit Rate | 53.73% |
| Win/Loss | 0.98 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.90% | -3.67% | -2.13% | -3.04% |
| CVaR (ES) | -2.97% | -4.69% | -2.69% | -3.50% |
| VaR (Cornish-Fisher) | — | — | -1.86% | -4.56% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.98% | 2024-05-15 | 2024-12-02 | 2025-03-06 | 142 | 65 |
| -17.00% | 2026-05-06 | 2026-08-27 | ongoing | 74 | — |
| -10.05% | 2025-05-22 | 2025-09-02 | 2025-10-15 | 38 | 31 |
| -9.17% | 2023-12-11 | 2024-02-08 | 2024-02-27 | 40 | 13 |
| -8.71% | 2026-02-26 | 2026-03-09 | 2026-05-05 | 7 | 33 |
| -8.08% | 2023-09-20 | 2023-10-20 | 2023-11-09 | 22 | 14 |
| -7.34% | 2025-04-03 | 2025-04-09 | 2025-04-16 | 4 | 5 |
| -6.38% | 2024-03-21 | 2024-04-11 | 2024-05-13 | 13 | 21 |
| -5.89% | 2025-10-15 | 2025-10-31 | 2025-11-13 | 12 | 9 |
| -4.51% | 2026-01-08 | 2026-01-21 | 2026-02-02 | 9 | 8 |
Worst depth first · lengths in trading days.
