Bellway PLC

10-Year Study

BWY.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Bellway PLC has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 54.0% and an annualized volatility of 42.7%.

1Y CAGR
-27.9%
3Y CAGR
-1.7%
5Y CAGR
-7.7%
10Y CAGR
+0.7%

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 →
54.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +58.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.8%
% 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.
2026-1.02.6-33.87.0————————-28.1%
20255.2-10.81.113.41.96.3-13.7-6.45.36.98.0-1.413.0%
20247.5-2.2-1.3-5.06.5-5.313.05.92.6-8.9-10.2-0.6-0.9%
202311.04.7-0.59.3-4.5-12.011.5-3.66.9-8.615.510.842.8%
2022-15.01.7-15.70.2-2.3-8.114.0-16.5-16.68.98.1-0.2-38.8%
2021-6.81.921.26.10.1-9.41.37.2-6.81.0-5.99.817.1%
20204.7-6.6-42.123.5-3.5-0.90.0-6.2-1.6-0.723.34.4-21.1%
201912.86.60.72.2-10.31.66.6-2.315.3-5.68.814.058.6%
2018-6.8-6.2-2.28.80.4-8.5-2.90.03.3-4.7-8.3-1.1-25.8%
20170.34.93.75.30.65.37.20.42.910.7-2.82.949.3%
2016———-6.713.2-30.610.411.21.7-0.13.24.6-1.4%

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 42.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.7% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019329.01269423558
2016-05-0110556.729990592017
2016-06-017331.384650055705
2016-07-018096.197052120147
2016-08-019000.066306479514
2016-09-019150.7110870202
2016-10-019139.123158774433
2016-11-019432.687243986884
2016-12-019862.894648484566
2017-01-019894.761736718045
2017-02-0110380.736260066691
2017-03-0110767.12598990691
2017-04-0111336.751762647245
2017-05-0111402.825798257767
2017-06-0112004.035957187145
2017-07-0112871.554868668909
2017-08-0112924.009519120396
2017-09-0113303.296288704694
2017-10-0114727.641138139013
2017-11-0114309.480838541096
2017-12-0114726.943806429397
2018-01-0113726.685719451862
2018-02-0112879.359158441133
2018-03-0112602.428233516
2018-04-0113706.019343330554
2018-05-0113765.512418015694
2018-06-0112595.674795787752
2018-07-0112230.886357718831
2018-08-0112235.079485820379
2018-09-0112637.60436345751
2018-10-0112038.00988954574
2018-11-0111040.477164499636
2018-12-0110923.210072005639
2019-01-0112321.728519113598
2019-02-0113138.254835161579
2019-03-0113225.119750016005
2019-04-0113516.115529988378
2019-05-0112117.424606077544
2019-06-0112311.940174993137
2019-07-0113129.789193939943
2019-08-0112824.75368799095
2019-09-0114792.011536984766
2019-10-0113969.741514955136
2019-11-0115198.430849452252
2019-12-0117328.668997083372
2020-01-0118138.887916406544
2020-02-0116946.318765344797
2020-03-019813.661659109193
2020-04-0112121.420128305606
2020-05-0111698.103229194088
2020-06-0111588.860305840208
2020-07-0111588.860305840208
2020-08-0110874.228944451675
2020-09-0110701.260982474701
2020-10-0110628.432366905448
2020-11-0113103.718354290313
2020-12-0113677.6714672139
2021-01-0112751.940492533211
2021-02-0112997.259046622477
2021-03-0115751.30809662653
2021-04-0116718.696788122128
2021-05-0116728.753556405994
2021-06-0115148.451983571757
2021-07-0115344.820821445332
2021-08-0116452.902039286902
2021-09-0115330.79423111926
2021-10-0115489.759589610294
2021-11-0114578.047209642298
2021-12-0116013.256384311671
2022-01-0113617.988211153412
2022-02-0113843.59472268957
2022-03-0111673.933061067468
2022-04-0111702.733831570462
2022-05-0111436.192063999632
2022-06-0110506.022381663637
2022-07-0111974.711474007889
2022-08-0110001.772741708963
2022-09-018337.258513200844
2022-10-019081.394259069639
2022-11-019820.634405090099
2022-12-019802.647701680924
2023-01-0110884.40793139718
2023-02-0111393.169381758042
2023-03-0111341.779290116321
2023-04-0112395.275026541152
2023-05-0111843.071695351595
2023-06-0110417.710831903021
2023-07-0111612.498765677186
2023-08-0111193.275049499984
2023-09-0111968.838695981707
2023-10-0110941.740477124522
2023-11-0112632.480317512662
2023-12-0113994.913419214978
2024-01-0115041.262219510312
2024-02-0114703.37902045855
2024-03-0114518.088104920265
2024-04-0113787.823606031912
2024-05-0114681.90680073178
2024-06-0113903.40362410314
2024-07-0115712.600761148125
2024-08-0116633.646306389277
2024-09-0117072.23939597481
2024-10-0115548.128138385335
2024-11-0113959.22956782396
2024-12-0113870.17556824967
2025-01-0114593.740314242454
2025-02-0113024.161430063428
2025-03-0113168.87460770808
2025-04-0114927.693098203667
2025-05-0115212.464864276462
2025-06-0116177.2675459595
2025-07-0113967.19662543995
2025-08-0113069.70615721055
2025-09-0113765.261698424767
2025-10-0114718.84539230791
2025-11-0115896.801417690785
2025-12-0115671.402220987216
2026-01-0115511.489953426122
2026-02-0115911.270622328859
2026-03-0110531.365049380624
2026-04-0111268.103710644235
Annual Return Matrix
YearAnnual Return
20170.49316649232304166
2018-0.2582839850833918
20190.5864081055708938
2020-0.21069116909579033
20210.17075895723159396
2022-0.38784170649483485
20230.4276666718130837
2024-0.008913084863679366
20250.12986329148282372
2026-0.2809766763848397
Total Factor Risk
0.42682562726548606
VTI.US Exposure
0.04572529163475167
VEA.US Exposure
0.23718060231419347
VWO.US Exposure
-0.02932759232011698
QQQ.US Exposure
-0.00858313457102535
VTV.US Exposure
-0.014781415322298515
IJR.US Exposure
-0.012828937101059484
QUAL.US Exposure
-0.044004149769039234
SHV.US Exposure
0.547403411351919
TLT.US Exposure
0.0012009096825390923
LQD.US Exposure
-0.016553787091084383
HYG.US Exposure
0.05029595702271905
GLD.US Exposure
0.0022531767179348235
USO.US Exposure
0.012623128337961958
VNQ.US Exposure
0.025588218670710847
BTC-USD.CC Exposure
-0.002159611498473907
CPER.US Exposure
-0.001227531234920005
VIX.INDX Exposure
-0.0035448163964882807
UUP.US Exposure
-0.012151734695631775
TIP.US Exposure
0.039338115884060665
Idiosyncratic Exposure
0.18355389838334724
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.7%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.80%
Market Cap$2.2B
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 →
-16.1%
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 →
-21.1%
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 →
32.6% 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 →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bellway PLC a high-risk investment?

Bellway PLC (BWY.LSE) has an annualized volatility of 42.7% and experienced a maximum drawdown of 54.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BWY.LSE has generated a Compound Annual Growth Rate (CAGR) of 0.7%. 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.

Run a Full Backtest on Bellway PLC

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

Start a Free Backtest