Anglo-Eastern Plantations PLC

10-Year Study

AEP.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: Anglo-Eastern Plantations PLC has compounded at 16.7% annually over the last 10 years, with a maximum drawdown of 48.0% and an annualized volatility of 42.5%.

1Y CAGR
+150.4%
3Y CAGR
+35.8%
5Y CAGR
+26.2%
10Y CAGR
+16.7%

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 →
48.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +124.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.37.17.69.1————————35.0%
20253.4-1.511.12.4—21.61.440.710.03.61.8-3.9124.0%
20243.4-1.62.12.0-5.4-0.0-4.8-1.9-0.68.8-0.2-1.7-0.6%
2023-5.05.82.02.02.6-10.3-10.59.7-1.7-1.7-1.0-3.6-12.8%
20220.60.15.414.7-2.3-5.411.70.0-13.32.6-1.31.311.6%
20214.3-0.81.26.92.8-8.91.04.7-2.921.4-3.9-1.423.6%
2020-4.2-4.4-11.02.8-0.23.6-4.98.4-0.4-6.430.1-6.11.6%
2019-2.5-3.6-4.13.1-13.14.8-5.11.8-3.73.316.57.11.5%
2018-1.21.30.0-1.6-1.8-6.95.8-11.0-12.30.9-3.32.2-25.8%
20175.9-4.10.47.15.25.43.9-1.84.2-4.5-6.7-0.114.4%
2016———-8.6-8.0-14.53.513.26.012.07.014.422.4%

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 42.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.0% of variance. Idiosyncratic stock-specific factors contribute 19.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019141.049970759996
2016-05-018408.6795146683
2016-06-017188.603375413379
2016-07-017442.747315859732
2016-08-018423.01141250701
2016-09-018926.758763777429
2016-10-0110002.32579043874
2016-11-0110701.217436052812
2016-12-0112244.226434766502
2017-01-0112961.271817642946
2017-02-0112434.832294794567
2017-03-0112489.291411274971
2017-04-0113378.79101222381
2017-05-0114068.605789206698
2017-06-0114829.568800547966
2017-07-0115403.441876506397
2017-08-0115121.059487643037
2017-09-0115749.586543605114
2017-10-0115039.078517637561
2017-11-0114027.971506343229
2017-12-0114009.75281457311
2018-01-0113845.78877925546
2018-02-0114027.971506343229
2018-03-0114027.971506343229
2018-04-0113809.353491021926
2018-05-0113554.300187467092
2018-06-0112621.448690862851
2018-07-0113353.127695743031
2018-08-0111889.771781289373
2018-09-0110426.413771529014
2018-10-0110517.873909052376
2018-11-0110170.32748177031
2018-12-0110389.829716519671
2019-01-0110133.743426760964
2019-02-019767.904971974227
2019-03-019365.480366871441
2019-04-019658.152806946195
2019-05-018396.007099737228
2019-06-018802.664224377177
2019-07-018352.424720344654
2019-08-018499.441915060039
2019-09-018187.029590549832
2019-10-018453.4981250148
2019-11-019850.16461777101
2019-12-0110548.496816495763
2020-01-0110107.445232349608
2020-02-019666.391552896752
2020-03-018600.515319730184
2020-04-018839.420094536048
2020-05-018821.042159456612
2020-06-019140.578526752142
2020-07-018689.984915887057
2020-08-019416.450797693737
2020-09-019379.667688547745
2020-10-018781.943736405388
2020-11-0111421.125007883593
2020-12-0110722.24593410973
2021-01-0111182.033750781286
2021-02-0111090.077025569655
2021-03-0111218.816859927281
2021-04-0111991.260056686428
2021-05-0112322.308039000365
2021-06-0111231.218980293852
2021-07-0111341.689835520521
2021-08-0111875.632651667205
2021-09-0111525.808626000535
2021-10-0113992.994551573986
2021-11-0113440.638180133938
2021-12-0113256.521484960624
2022-01-0113330.167324907266
2022-02-0113348.58088020063
2022-03-0114066.642486827332
2022-04-0116128.767911467425
2022-05-0115760.530330507394
2022-06-0114909.362270357005
2022-07-0116648.16929910524
2022-08-0116648.16929910524
2022-09-0114428.413951306331
2022-10-0114798.373874375047
2022-11-0114613.393912840691
2022-12-0114798.373874375047
2023-01-0114058.454028237611
2023-02-0114872.365439927453
2023-03-0115168.333797443767
2023-04-0115464.300059653384
2023-05-0115871.254717844953
2023-06-0114242.870352269249
2023-07-0112746.6118366809
2023-08-0113977.71138449276
2023-09-0113745.105101631805
2023-10-0113514.09544247744
2023-11-0113379.33998257962
2023-12-0112898.068986296903
2024-01-0113340.838721938344
2024-02-0113129.078645451269
2024-03-0113398.589565246908
2024-04-0113668.10258034925
2024-05-0112936.570246938181
2024-06-0112933.473383633265
2024-07-0112306.396279908671
2024-08-0112071.24210409861
2024-09-0111992.856680393023
2024-10-0113051.05151919165
2024-11-0113031.4541156119
2024-12-0112815.897343381586
2025-01-0113247.012983148916
2025-02-0113051.05151919165
2025-03-0114501.167190598107
2025-04-0114853.899501966553
2025-06-0118058.916252895975
2025-07-0118305.17555422434
2025-08-0125754.476989446568
2025-09-0128319.664600065666
2025-10-0129334.293821925334
2025-11-0129858.120497316857
2025-12-0128705.701811455503
2026-01-0130801.008513021596
2026-02-0133001.080549666
2026-03-0135515.44859154531
2026-04-0138763.173978972765
Annual Return Matrix
YearAnnual Return
20170.1441925620383444
2018-0.2583859362806139
20190.015271385990456965
20200.01647145755803381
20210.2363567825644466
20220.11630897224159731
2023-0.12841308810076246
2024-0.006370848458216338
20251.2398511038542117
20260.35036496350364965
Total Factor Risk
0.4248526197133918
VTI.US Exposure
0.0723499073031063
VEA.US Exposure
0.01252621997573306
VWO.US Exposure
0.010966144124087984
QQQ.US Exposure
0.04756694312800808
VTV.US Exposure
0.008187583620964969
IJR.US Exposure
0.01731617409885439
QUAL.US Exposure
-0.0026066074824615698
SHV.US Exposure
0.4597826199123404
TLT.US Exposure
0.01143331378888373
LQD.US Exposure
0.0013413984434937003
HYG.US Exposure
0.008478668854743934
GLD.US Exposure
0.00459063085829616
USO.US Exposure
-0.00009206736122705216
VNQ.US Exposure
0.0009046441200995797
BTC-USD.CC Exposure
0.0001948143166250764
CPER.US Exposure
-0.0032868117352420644
VIX.INDX Exposure
0.006482229526849768
UUP.US Exposure
0.028649322742556313
TIP.US Exposure
0.12000165680665831
Idiosyncratic Exposure
0.19521321495762892
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.5%

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 →10.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.05%
Market Cap$692.4M
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 →
+13.4%
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 →
+38.1%
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 →
3.1% 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 →
0.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Anglo-Eastern Plantations PLC a high-risk investment?

Anglo-Eastern Plantations PLC (AEP.LSE) has an annualized volatility of 42.5% and experienced a maximum drawdown of 48.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AEP.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.7%. It has had a positive return in 70% 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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