Hemnet Group AB

10-Year Study

0ABY.LSE · · Unknown · Common Stock

Executive Summary: Hemnet Group AB has compounded at -16.3% annually over the last 10 years, with a maximum drawdown of 77.4% and an annualized volatility of 149.0%.

1Y CAGR
-70.8%
3Y CAGR
-21.9%
5Y CAGR
-16.3%
10Y CAGR
-16.3%

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 →
77.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +39.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -48.5%
% 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.
2026-17.3-18.8-8.911.3-19.1-4.0——————-47.2%
20258.910.2-17.1-1.8-8.2-7.00.9-10.2-6.0-10.8-18.2-0.7-48.5%
202416.511.83.8-12.30.911.822.4-5.4-1.2-11.50.42.239.0%
2023——3.2-1.59.22.8-0.45.9-1.5-1.224.00.946.6%

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 149.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.8% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-02-0110000
2023-03-0110322.415691001856
2023-04-0110166.944736432828
2023-05-0111103.60110937431
2023-06-0111412.77595928018
2023-07-0111371.449769223274
2023-08-0112040.039625698124
2023-09-0111862.553049599295
2023-10-0111725.678577977236
2023-11-0114535.526665347425
2023-12-0114659.747298426653
2024-01-0117080.64265281583
2024-02-0119099.907229390312
2024-03-0119833.218656030425
2024-04-0117385.587453395325
2024-05-0117544.126555329833
2024-06-0119613.09875016869
2024-07-0124001.22725894619
2024-08-0122700.39934328333
2024-09-0122425.972623895363
2024-10-0119854.514140407384
2024-11-0119936.512950668184
2024-12-0120375.203559777132
2025-01-0122186.63292309722
2025-02-0124447.821222018287
2025-03-0120262.801648206347
2025-04-0119897.129315452148
2025-05-0118260.257567037814
2025-06-0116980.71303260648
2025-07-0117132.80720960167
2025-08-0115387.805959951904
2025-09-0114465.273957722504
2025-10-0112902.921275695735
2025-11-0110559.800733813709
2025-12-0110486.752199595392
2026-01-018669.71302837038
2026-02-017036.042561921206
2026-03-016408.615503040009
2026-04-017131.778442240462
2026-05-015767.148795464709
2026-06-015534.175349160617
Annual Return Matrix
YearAnnual Return
20240.3898741325482389
2025-0.48531791749568665
2026-0.4722698463901779
Total Factor Risk
1.4903369146152121
VTI.US Exposure
0.018756113785090223
VEA.US Exposure
0.003832413833410129
VWO.US Exposure
-0.0015351313286149407
QQQ.US Exposure
-0.008568080004322286
VTV.US Exposure
-0.002676658148003551
IJR.US Exposure
-0.0005076182556598284
QUAL.US Exposure
0.023033893628638648
SHV.US Exposure
0.8579744669215091
TLT.US Exposure
0.007152371287525897
LQD.US Exposure
0.010155409187970503
HYG.US Exposure
0.05527954287817275
GLD.US Exposure
-0.00030375674815241385
USO.US Exposure
-0.00019238673060697762
VNQ.US Exposure
0.004999379996802035
BTC-USD.CC Exposure
0.0034612959805691845
CPER.US Exposure
0.00044052428498494783
VIX.INDX Exposure
-0.0005986162893383761
UUP.US Exposure
0.00026525993774842227
TIP.US Exposure
0.0008055985904412085
Idiosyncratic Exposure
0.02822597719183558
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
149.0%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.570.01%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-14.3%
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 →
-44.7%
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 →
69.9% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
38
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-58.8%
50.0% retracement-53.5%
61.8% retracement-46.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Hemnet Group AB a high-risk investment?

Hemnet Group AB (0ABY.LSE) has an annualized volatility of 149.0% and experienced a maximum drawdown of 77.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0ABY.LSE?

Over the past 10 years, 0ABY.LSE has generated a Compound Annual Growth Rate (CAGR) of -16.3%. 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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