Ashtead Technology Holdings PLC

10-Year Study

AT.LSE · Energy · GB · Common Stock

Executive Summary: Ashtead Technology Holdings PLC has compounded at 29.5% annually over the last 10 years, with a maximum drawdown of 64.2% and an annualized volatility of 59.8%.

1Y CAGR
+20.3%
3Y CAGR
+11.3%
5Y CAGR
+29.5%
10Y CAGR
+29.5%

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 →
64.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.89
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +95.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -44.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202630.29.0-5.120.6————————62.5%
20250.0-8.83.7-6.0-14.44.1-24.110.3-6.1-5.99.0-13.2-44.4%
20247.56.18.67.51.0-7.814.3-10.2-27.2-2.8-0.21.5-8.8%
20232.9-5.6-0.712.28.83.22.43.38.29.824.23.095.4%
202222.15.712.9-8.4-18.613.7-1.811.7-1.04.821.42.875.2%
2021———————————11.111.1%

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 59.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.0% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0111112.829160236946
2022-01-0113563.764819854869
2022-02-0114343.123102195232
2022-03-0116197.832146946092
2022-04-0114837.709691871174
2022-05-0112071.096122255962
2022-06-0113724.88053163423
2022-07-0113477.587236796258
2022-08-0115054.096769376278
2022-09-0114899.534571158347
2022-10-0115610.508238339391
2022-11-0118948.99571905023
2022-12-0119474.494748369754
2023-01-0120030.906217332868
2023-02-0118918.08327940664
2023-03-0118794.4335208323
2023-04-0121081.91672059336
2023-05-0122935.157300014936
2023-06-0123679.003434715516
2023-07-0124236.883369007915
2023-08-0125042.716163074318
2023-09-0127088.282144457167
2023-10-0129753.72094180895
2023-11-0136944.2045397979
2023-12-0138059.9644083827
2024-01-0140911.36318383195
2024-02-0143390.84200308627
2024-03-0147110.06023196774
2024-04-0150643.312260441046
2024-05-0151148.17188511126
2024-06-0147175.49405147095
2024-07-0153941.45427846086
2024-08-0148416.95704116681
2024-09-0135257.47299517149
2024-10-0134264.30509233909
2024-11-0134202.23754293395
2024-12-0134698.821494350144
2025-01-0134698.821494350144
2025-02-0131657.237791826374
2025-03-0132836.62700980637
2025-04-0130881.328089999504
2025-05-0126444.820548558913
2025-06-0127533.72492408781
2025-07-0120906.96401015481
2025-08-0123053.661207626064
2025-09-0121653.64129623177
2025-10-0120378.067599183636
2025-11-0122213.64926078949
2025-12-0119289.163223654738
2026-01-0125107.0237443377
2026-02-0127378.167156155112
2026-03-0125978.147244760814
2026-04-0131335.55677236299
Annual Return Matrix
YearAnnual Return
20220.7524335583284107
20230.9543492604124566
2024-0.08831177239073473
2025-0.444097453661488
20260.6245161290322581
Total Factor Risk
0.5975936955323256
VTI.US Exposure
-0.0139653854565836
VEA.US Exposure
0.02661483712238682
VWO.US Exposure
-0.017063240856315193
QQQ.US Exposure
0.008674314268321761
VTV.US Exposure
0.04272463705990598
IJR.US Exposure
0.009643229355473749
QUAL.US Exposure
0.013315276699391778
SHV.US Exposure
0.48035188976952053
TLT.US Exposure
0.0037234775901314006
LQD.US Exposure
0.04300066938129689
HYG.US Exposure
0.046672894096634235
GLD.US Exposure
-0.0027450647290617894
USO.US Exposure
0.0003748180270011194
VNQ.US Exposure
0.014442316048322183
BTC-USD.CC Exposure
0.003741239026676586
CPER.US Exposure
0.06503632662137476
VIX.INDX Exposure
-0.005053161552498649
UUP.US Exposure
-0.0015227553982715392
TIP.US Exposure
0.08111795401360533
Idiosyncratic Exposure
0.20091572891268775
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.8%

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 →10.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.30%
Market Cap$347.3M
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 →
+18.0%
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 →
+35.8%
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 →
0.0% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ashtead Technology Holdings PLC a high-risk investment?

Ashtead Technology Holdings PLC (AT.LSE) has an annualized volatility of 59.8% and experienced a maximum drawdown of 64.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AT.LSE has generated a Compound Annual Growth Rate (CAGR) of 29.5%. It has had a positive return in 60% 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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