Telia Company AB

10-Year Study

0H6X.LSE · · GB · Common Stock

Executive Summary: Telia Company AB has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 42.1% and an annualized volatility of 24.3%.

1Y CAGR
+33.7%
3Y CAGR
+30.7%
5Y CAGR
+11.2%
10Y CAGR
+8.0%

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 →
42.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +36.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.0%
% 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.
20262.615.25.3-4.1————————19.4%
20257.08.63.50.43.3-8.43.71.41.46.02.53.036.4%
20245.3-7.011.6-6.57.94.212.01.73.6-4.73.2-4.327.7%
2023-0.20.8-3.412.0-11.4-7.1-1.9-3.52.96.85.53.11.3%
20223.3-3.46.911.2-2.1-2.1-4.30.5-15.0-5.3-2.2-6.0-19.0%
20218.0-7.210.7-4.54.61.41.3-1.6-2.9-3.73.51.29.8%
20202.5-6.6-8.3-2.1-4.27.8-2.2-1.610.1-5.36.7-4.7-9.5%
2019-5.91.94.3-0.2-2.43.94.8-0.72.7-1.1-2.1-3.11.6%
20187.7-1.10.113.4-4.1-0.83.1-4.10.83.71.9-0.420.8%
2017-3.41.84.1-1.210.3-1.9—-3.00.64.3-4.7-0.65.6%
2016———-4.71.51.4-1.7-1.0-0.9-1.7-4.05.6-5.8%

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 24.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.9% of variance. Idiosyncratic stock-specific factors contribute 31.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019526.978537520337
2016-05-019665.648888987944
2016-06-019797.499387104683
2016-07-019635.293855445854
2016-08-019542.133767188927
2016-09-019453.87684147184
2016-10-019292.741090730793
2016-11-018922.151151128843
2016-12-019422.897769061045
2017-01-019100.225099734784
2017-02-019266.308587220576
2017-03-019650.805678753706
2017-04-019530.990215962023
2017-05-0110508.769974815576
2017-06-0110311.172524460095
2017-08-0110006.596982326328
2017-09-0110065.613229624018
2017-10-0110499.186520760437
2017-11-0110007.13187278522
2017-12-019947.58073502864
2018-01-0110717.154382758697
2018-02-0110603.222715014821
2018-03-0110614.187969422095
2018-04-0112037.97722258129
2018-05-0111541.019412066238
2018-06-0111446.120929817913
2018-07-0111800.664155653125
2018-08-0111322.160065969823
2018-09-0111417.3705676525
2018-10-0111843.054224520269
2018-11-0112066.950455771246
2018-12-0112021.039024716396
2019-01-0111312.041721455795
2019-02-0111521.585058726514
2019-03-0112021.039024716396
2019-04-0112002.719026499364
2019-05-0111713.387862444004
2019-06-0112173.928547549533
2019-07-0112759.589025830752
2019-08-0112663.932782099
2019-09-0113009.338295928146
2019-10-0112865.987652945241
2019-11-0112598.141255655353
2019-12-0112213.10927366333
2020-01-0112516.5258864695
2020-02-0111691.189908400009
2020-03-0110723.26104883104
2020-04-0110495.397713343289
2020-05-0110053.845639528405
2020-06-0110837.460161804363
2020-07-0110598.052107245538
2020-08-0110426.976308810092
2020-09-0111474.960440393144
2020-10-0110870.757092870355
2020-11-0111603.51244734672
2020-12-0111057.478437228376
2021-01-0111946.466379905949
2021-02-0111086.674541442866
2021-03-0112274.17593438677
2021-04-0111725.734917203414
2021-05-0112270.832869018699
2021-06-0112437.317524348658
2021-07-0112593.90670618913
2021-08-0112397.824778800508
2021-09-0112034.63415721322
2021-10-0111589.070404956652
2021-11-0111998.930219082218
2021-12-0112139.338964541219
2022-01-0112539.392453587108
2022-02-0112108.493614745146
2022-03-0112939.93625888698
2022-04-0114393.32278410484
2022-05-0114090.485635962468
2022-06-0113792.68537297466
2022-07-0113204.261293989168
2022-08-0113272.058659653658
2022-09-0111283.87082395418
2022-10-0110683.322561233814
2022-11-0110452.383605607436
2022-12-019828.433885310571
2023-01-019811.6294100604
2023-02-019894.894024827832
2023-03-019558.715371414564
2023-04-0110701.508836836123
2023-05-019481.512848514565
2023-06-018803.895785508927
2023-07-018633.354877532372
2023-08-018331.141768258709
2023-09-018576.12159843099
2023-10-019158.929327598118
2023-11-019659.943390759767
2023-12-019957.342485903408
2024-01-0110486.884040205932
2024-02-019749.0472263701
2024-03-0110878.780449753727
2024-04-0110176.112683590007
2024-05-0110977.779758853552
2024-06-0111433.729300853596
2024-07-0112807.907463950613
2024-08-0113028.460629833517
2024-09-0113495.598297265375
2024-10-0112865.987652945241
2024-11-0113277.362990037664
2024-12-0112712.206646013952
2025-01-0113599.456194700126
2025-02-0114770.68800285275
2025-03-0115285.029753281779
2025-04-0115348.325124250598
2025-05-0115857.139673271078
2025-06-0114524.058927098888
2025-07-0115064.075419554703
2025-08-0115270.676859301522
2025-09-0115487.129198332925
2025-10-0116421.671978426086
2025-11-0116827.520114109964
2025-12-0117335.443179032292
2026-01-0117793.487708662997
2026-02-0120495.219416523658
2026-03-0121583.05288729412
2026-04-0120695.803338607948
Annual Return Matrix
YearAnnual Return
20170.05568169992147509
20180.2084384479923287
20190.015977840896449935
2020-0.09462216463804085
20210.09783971395055424
2022-0.19036498494528897
20230.013115884188375171
20240.27666660697978407
20250.36368481584336143
20260.19384333731023995
Total Factor Risk
0.24308360842663282
VTI.US Exposure
0.008273644642026328
VEA.US Exposure
0.09258454356801264
VWO.US Exposure
-0.0008239829842098344
QQQ.US Exposure
0.002204658827129267
VTV.US Exposure
0.0312659866854802
IJR.US Exposure
0.008911613658473068
QUAL.US Exposure
0.0417348415108813
SHV.US Exposure
0.2985907524439032
TLT.US Exposure
-0.012400973913895878
LQD.US Exposure
0.10625645035581073
HYG.US Exposure
0.01040776704785714
GLD.US Exposure
0.02381844598991654
USO.US Exposure
0.0019996078978291136
VNQ.US Exposure
0.007767750021777929
BTC-USD.CC Exposure
0.0005257697846038043
CPER.US Exposure
0.004936693649453179
VIX.INDX Exposure
0.0019115932699760984
UUP.US Exposure
0.02543866834936852
TIP.US Exposure
0.03565730626036633
Idiosyncratic Exposure
0.31093886293524037
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.3%

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 →5.52%
Market Cap$151.4B
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
$450
Avg Yield on Cost
4.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$450.24.50%Solid

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 →
+0.6%
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 →
+20.8%
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 →
4.1% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Telia Company AB a high-risk investment?

Telia Company AB (0H6X.LSE) has an annualized volatility of 24.3% and experienced a maximum drawdown of 42.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0H6X.LSE?

Over the past 10 years, 0H6X.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.0%. 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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