Publicis Groupe SA

10-Year Study

0FQI.LSE · · GB · Common Stock

Executive Summary: Publicis Groupe SA has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 58.5% and an annualized volatility of 34.2%.

1Y CAGR
-14.4%
3Y CAGR
+9.3%
5Y CAGR
+12.2%
10Y CAGR
+6.0%

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 →
58.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +49.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -14.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.3-9.9-6.613.4————————-9.6%
20250.2-7.3-8.92.57.9-0.2-13.3-1.03.46.1-3.55.8-10.3%
202410.84.83.32.5-0.3-4.10.93.2-2.1-0.25.4-0.425.6%
20238.416.5-4.52.6-6.67.03.6-1.9-0.2-0.58.68.546.8%
20221.00.1-7.64.2-10.8-8.717.4-6.40.116.49.5-4.26.5%
20214.313.17.73.13.00.9-1.14.04.90.1-1.32.849.1%
2020-1.6-13.4-24.83.5-5.913.7-5.310.6-4.77.528.47.65.3%
20196.6-8.1-2.510.7-7.3-0.9-3.4-2.73.9-14.73.51.9-14.7%
2018-1.511.1-8.99.3-3.73.0-7.41.1-6.90.21.6-4.7-8.8%
2017-2.2-0.62.41.82.6-1.3-2.3-11.33.8-5.0-0.21.4-11.2%
2016———4.60.4-4.710.00.31.3-7.3-2.27.38.8%

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 34.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 60.6% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110464.52024765651
2016-05-0110507.423593084768
2016-06-0110010.702366255626
2016-07-0111009.355182433099
2016-08-0111040.875528664033
2016-09-0111188.5259368091
2016-10-0110369.86532855795
2016-11-0110138.426658280017
2016-12-0110875.81030525214
2017-01-0110633.622328515703
2017-02-0110573.069466806237
2017-03-0110825.232236653728
2017-04-0111019.306505442717
2017-05-0111307.143829475632
2017-06-0111160.31487488089
2017-07-0110907.917404019021
2017-08-019679.257593751321
2017-09-0110042.48088360238
2017-10-019541.136046789994
2017-11-019522.359965639771
2017-12-019652.830259532382
2018-01-019507.010519299465
2018-02-0110566.004966273464
2018-03-019622.976290503528
2018-04-0110514.84014513911
2018-05-0110120.917962607435
2018-06-0110422.79040730014
2018-07-019649.685265939721
2018-08-019753.822106019143
2018-09-019076.02904659754
2018-10-019091.918305270916
2018-11-019240.178936053362
2018-12-018802.438074137357
2019-01-019384.919051620142
2019-02-018625.942911325263
2019-03-018410.604730633646
2019-04-019307.256485962533
2019-05-018625.051047470628
2019-06-018549.359970333791
2019-07-018257.368438346391
2019-08-018033.745311847238
2019-09-018343.292479710099
2019-10-017115.242892079779
2019-11-017364.730070363365
2019-12-017506.113961424542
2020-01-017387.824650178139
2020-02-016400.930354820994
2020-03-014815.266831583246
2020-04-014986.199580354587
2020-05-014694.208048367185
2020-06-015337.359238066627
2020-07-015054.591455944273
2020-08-015588.700554363797
2020-09-015324.33333176866
2020-10-015723.043414993639
2020-11-017346.658092256275
2020-12-017903.88524059201
2021-01-018241.10365805001
2021-02-019324.788651736553
2021-03-0110047.268784295686
2021-04-0110362.3783661993
2021-05-0110673.662321568554
2021-06-0110768.481531377178
2021-07-0110650.943263376785
2021-08-0111073.24079854673
2021-09-0111611.081643094863
2021-10-0111617.043048860058
2021-11-0111463.665935964176
2021-12-0111786.356360632191
2022-01-0111901.899670010374
2022-02-0111909.85603439778
2022-03-0111009.496003041726
2022-04-0111467.655853208598
2022-05-0110226.674239686065
2022-06-019337.251275600014
2022-07-0110962.954791890612
2022-08-0110266.737702840352
2022-09-0110277.252308284476
2022-10-0111964.752601660746
2022-11-0113107.230199448923
2022-12-0112556.997141341646
2023-01-0113607.07294976929
2023-02-0115847.974764946935
2023-03-0115142.322695118688
2023-04-0115539.249050634397
2023-05-0114508.066673864167
2023-06-0115518.243309847589
2023-07-0116071.292780127395
2023-08-0115758.717969179064
2023-09-0115730.295676337913
2023-10-0115645.028797814466
2023-11-0116993.785117139276
2023-12-0118434.33300318724
2024-01-0120421.405671315315
2024-02-0121409.45000164291
2024-03-0122116.627628064605
2024-04-0122663.10546994184
2024-05-0122586.61640935612
2024-06-0121670.67223064538
2024-07-0121863.80769537686
2024-08-0122567.370926177147
2024-09-0122103.22620014364
2024-10-0122049.01026582237
2024-11-0123235.940235733702
2024-12-0123151.236639644758
2025-01-0123190.760290465976
2025-02-0121506.921332914004
2025-03-0119584.8139055657
2025-04-0120070.43377441477
2025-05-0121665.03940630032
2025-06-0121611.269403906364
2025-07-0118740.87599806606
2025-08-0118548.421166276283
2025-09-0119170.37885437741
2025-10-0120332.14887554744
2025-11-0119630.392842557867
2025-12-0120778.08080286523
2026-01-0119674.986035289647
2026-02-0117726.967615954036
2026-03-0116562.850584640226
2026-04-0118787.81620094162
Annual Return Matrix
YearAnnual Return
2017-0.11244955652905753
2018-0.08809770425158403
2019-0.14726875688243402
20200.05299297095830102
20210.49121046192585904
20220.06538414053756969
20230.468052655877059
20240.2558760132868372
2025-0.10250665542054349
2026-0.09578673895854517
Total Factor Risk
0.3422805826856224
VTI.US Exposure
0.6059589036283644
VEA.US Exposure
0.12604210440526686
VWO.US Exposure
-0.03273669281017219
QQQ.US Exposure
-0.06950928493499625
VTV.US Exposure
-0.05304069270613449
IJR.US Exposure
0.015975113562678122
QUAL.US Exposure
-0.06354601048820446
SHV.US Exposure
0.2754032521613374
TLT.US Exposure
0.007351199654158977
LQD.US Exposure
0.0029545300045466156
HYG.US Exposure
-0.009247134975486142
GLD.US Exposure
0.00047807150341978275
USO.US Exposure
0.0014108912683874588
VNQ.US Exposure
-0.004720912014316854
BTC-USD.CC Exposure
-0.005100077661852191
CPER.US Exposure
0.037592519913711694
VIX.INDX Exposure
-0.014688717262343772
UUP.US Exposure
0.0031927584623359538
TIP.US Exposure
0.03313305919338206
Idiosyncratic Exposure
0.1430971190959171
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
91.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.2%

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 →7.60%
Market Cap$15.8B
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 →
+8.5%
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 →
-1.9%
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 →
16.8% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Publicis Groupe SA a high-risk investment?

Publicis Groupe SA (0FQI.LSE) has an annualized volatility of 34.2% and experienced a maximum drawdown of 58.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0FQI.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 50% 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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