Bloomsbury Publishing Plc

10-Year Study

BMY.LSE · Communication Services · GB · Common Stock

Executive Summary: Bloomsbury Publishing Plc has compounded at 18.6% annually over the last 10 years, with a maximum drawdown of 35.4% and an annualized volatility of 26.6%.

1Y CAGR
+22.6%
3Y CAGR
+17.9%
5Y CAGR
+17.9%
10Y CAGR
+18.6%

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 →
35.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +48.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -26.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.1-6.821.68.2————————26.3%
2025-1.2-8.4-3.61.2-12.4-1.7-4.11.9-2.45.6-0.4-3.2-26.2%
20240.215.7-3.11.114.22.620.7-4.0-5.61.5-2.41.546.5%
2023-0.9-5.96.40.6-8.66.31.5-3.5-3.8-0.75.213.38.0%
20225.37.44.2-5.43.0-8.412.21.3-12.825.95.4-7.328.2%
20214.1-12.46.75.25.69.48.6-2.2-5.78.71.7-1.928.7%
2020-2.1-13.7-11.4-5.15.3-7.89.42.7-5.528.43.012.28.7%
20198.95.7-1.93.9-3.0-1.35.11.32.14.28.57.448.4%
2018-2.1-9.75.70.332.20.9-7.76.6-1.8-13.58.0-1.910.5%
2017-0.30.45.3-4.31.6-4.27.9-1.3-6.72.215.30.715.8%
2016———5.45.3-2.03.90.3-4.9-1.67.64.919.8%

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 26.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.2% of variance. Idiosyncratic stock-specific factors contribute 48.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110543.297377843126
2016-05-0111103.562292911507
2016-06-0110882.855767034527
2016-07-0111307.291393721023
2016-08-0111345.972632430343
2016-09-0110785.678053835345
2016-10-0110610.5940318962
2016-11-0111412.00364268107
2016-12-0111976.431339318115
2017-01-0111941.151518327611
2017-02-0111994.071249813367
2017-03-0112629.048700589216
2017-04-0112082.260914447423
2017-05-0112276.280154210788
2017-06-0111764.772189059498
2017-07-0112699.59845472802
2017-08-0112539.35608393987
2017-09-0111700.965943305091
2017-10-0111956.131599269485
2017-11-0113780.161626668696
2017-12-0113871.901026654656
2018-01-0113578.321103720498
2018-02-0112257.186730911273
2018-03-0112954.44769974183
2018-04-0112991.151370009977
2018-05-0117174.73695867772
2018-06-0117321.531864065902
2018-07-0115992.8431798114
2018-08-0117048.96360581919
2018-09-0116747.2262130652
2018-10-0114484.077113303794
2018-11-0115638.78921394621
2018-12-0115335.123691962073
2019-01-0116701.623484811782
2019-02-0117650.579476992476
2019-03-0117308.954528780047
2019-04-0117992.2044252049
2019-05-0117460.782345851014
2019-06-0117233.035676323463
2019-07-0118120.1234398221
2019-08-0118354.435636574337
2019-09-0118744.955964494737
2019-10-0119525.996620335532
2019-11-0121191.653079123505
2019-12-0122761.39746851464
2020-01-0122290.4790956184
2020-02-0119229.460232581827
2020-03-0117031.80819959203
2020-04-0116168.44136954525
2020-05-0117031.80819959203
2020-06-0115697.513108806805
2020-07-0117168.992122356118
2020-08-0117629.62713935826
2020-09-0116666.482093612158
2020-10-0121398.42763533242
2020-11-0122045.04307638457
2020-12-0124737.5717239354
2021-01-0125747.268730786687
2021-02-0122549.896523731317
2021-03-0124064.437090087144
2021-04-0125326.560820611798
2021-05-0126756.965737637973
2021-06-0129281.203310845085
2021-07-0131801.594513434116
2021-08-0131096.848448053723
2021-09-0129334.993172444953
2021-10-0131889.695187488323
2021-11-0132447.033301263767
2021-12-0131828.153257599053
2022-01-0133507.969106425815
2022-02-0135983.499168926865
2022-03-0137486.490735586245
2022-04-0135453.02632242473
2022-05-0136513.96212758679
2022-06-0133463.77045176562
2022-07-0137551.7307184605
2022-08-0138049.405592365794
2022-09-0133163.1602730231
2022-10-0141759.33387584628
2022-11-0144029.463792205024
2022-12-0140806.6897185228
2023-01-0140443.558713512626
2023-02-0138037.826929142735
2023-03-0140488.953797079725
2023-04-0140715.9094392308
2023-05-0137220.78463983041
2023-06-0139581.1312284754
2023-07-0140166.21462748049
2023-08-0138771.5542600285
2023-09-0137283.91851231481
2023-10-0137004.982483687534
2023-11-0138931.0352669668
2023-12-0144090.56076919502
2024-01-0144184.37661604421
2024-02-0151126.29444214277
2024-03-0149531.52392412862
2024-04-0150094.38934169713
2024-05-0157223.92897365187
2024-06-0158724.883644816844
2024-07-0170907.67425097123
2024-08-0168048.49591088286
2024-09-0164236.258124098356
2024-10-0165174.466031801276
2024-11-0163640.9408084102
2024-12-0164599.38912910853
2025-01-0163832.636405255194
2025-02-0158465.32778691304
2025-03-0156356.74543651363
2025-04-0157027.65530586556
2025-05-0149935.135755129566
2025-06-0149072.54017677484
2025-07-0147068.462430649146
2025-08-0147950.99189889088
2025-09-0146823.31315883929
2025-10-0149439.21102929472
2025-11-0149241.45418517753
2025-12-0147659.399432240105
2026-01-0149142.57576311894
2026-02-0145780.709413126904
2026-03-0155668.551618985846
2026-04-0160216.95903368096
Annual Return Matrix
YearAnnual Return
20170.15826665169563436
20180.10548104852362039
20190.4842656587403371
20200.08682130603599214
20210.2866320758073031
20220.2820941695315011
20230.08047384076786845
20240.4651523591925488
2025-0.2622314223902662
20260.2634854771784232
Total Factor Risk
0.26588305103668214
VTI.US Exposure
0.1241764813595888
VEA.US Exposure
0.006256885628371485
VWO.US Exposure
-0.009490316916992264
QQQ.US Exposure
-0.030628834806826145
VTV.US Exposure
-0.02613800993222151
IJR.US Exposure
0.01898113564238263
QUAL.US Exposure
0.04510229784667364
SHV.US Exposure
0.23221418222624643
TLT.US Exposure
0.058087744943669715
LQD.US Exposure
-0.004391320064539604
HYG.US Exposure
0.009556661744183974
GLD.US Exposure
0.02637907683350869
USO.US Exposure
0.018848003652261774
VNQ.US Exposure
0.003549243117680989
BTC-USD.CC Exposure
0.0024378194321964942
CPER.US Exposure
0.0012334938986948052
VIX.INDX Exposure
-0.011991208349283246
UUP.US Exposure
0.031510352843973195
TIP.US Exposure
0.021391014184064527
Idiosyncratic Exposure
0.48291529671636557
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.6%

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 →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.73%
Market Cap$465.8M
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 →
+16.9%
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 →
+22.8%
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 →
3.5% 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 Bloomsbury Publishing Plc a high-risk investment?

Bloomsbury Publishing Plc (BMY.LSE) has an annualized volatility of 26.6% and experienced a maximum drawdown of 35.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BMY.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.6%. It has had a positive return in 90% 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.

Run a Full Backtest on Bloomsbury Publishing Plc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest