Cerillion PLC

10-Year Study

CER.LSE · Technology · GB · Common Stock

Executive Summary: Cerillion PLC has compounded at 32.1% annually over the last 10 years, with a maximum drawdown of 35.6% and an annualized volatility of 106.9%.

1Y CAGR
-24.8%
3Y CAGR
+4.6%
5Y CAGR
+14.6%
10Y CAGR
+32.1%

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 →
35.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +116.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -29.7%
% 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.
202640.3-8.5-17.411.3————————18.0%
2025-6.9-3.7-1.37.113.6-16.8-2.3-8.68.6-1.7-9.1-9.6-29.7%
2024-1.2-1.9-0.61.6-1.63.911.28.4-6.73.9-1.6-3.910.5%
2023-6.2-4.44.68.45.70.30.0-4.67.3-4.53.522.733.7%
2022-11.8-14.015.63.29.05.718.4-17.814.417.5-4.14.937.1%
2021-3.16.08.036.523.016.9-7.8-1.6-3.91.33.88.5116.3%
2020-2.0-17.2-2.147.31.76.1-12.520.40.0-5.822.016.378.1%
20197.98.77.7-1.2-10.819.1-6.0-3.39.75.710.617.681.8%
20182.5-2.4-2.10.48.57.6-7.31.37.8-12.71.4-6.8-4.1%
20177.02.1-10.16.7-8.1-0.1-1.5-3.1-2.82.110.28.58.9%
2016———22.8-7.1-7.92.516.36.21.6-5.715.046.3%

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 106.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.7% of variance. Idiosyncratic stock-specific factors contribute 7.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112276.217437980999
2016-05-0111406.644022114893
2016-06-0110500.803286560853
2016-07-0110759.451502359576
2016-08-0112518.196514817433
2016-09-0113294.12859121891
2016-10-0113501.034592863198
2016-11-0112725.115087456412
2016-12-0114631.820707445298
2017-01-0115661.146323864024
2017-02-0115984.05746453094
2017-03-0114369.501761196358
2017-04-0115338.235183197106
2017-05-0114100.407048808145
2017-06-0114089.53313839911
2017-07-0113871.929220271484
2017-08-0113436.733955010925
2017-09-0113055.933383784928
2017-10-0113327.93199594711
2017-11-0114687.925056758042
2017-12-0115939.128729499851
2018-01-0116343.147927922946
2018-02-0115955.345312653208
2018-03-0115622.943070993435
2018-04-0115678.343444603399
2018-05-0117013.60935885413
2018-06-0118300.828931390028
2018-07-0116957.643290483004
2018-08-0117181.50756396751
2018-09-0118524.693204874533
2018-10-0116174.130904281932
2018-11-0116397.982606771748
2018-12-0115278.673810343918
2019-01-0116488.694904473014
2019-02-0117920.003218174643
2019-03-0119294.06322204651
2019-04-0119065.044840738068
2019-05-0117003.967405924963
2019-06-0120256.59914366384
2019-07-0119041.19766380635
2019-08-0118404.56477959275
2019-09-0120198.722284099455
2019-10-0121356.234333397864
2019-11-0123613.406714419685
2019-12-0127780.4651770876
2020-01-0127228.84992997956
2020-02-0122534.2245330504
2020-03-0122064.760736258017
2020-04-0132510.314501145218
2020-05-0133070.591163596415
2020-06-0135078.44300688137
2020-07-0130708.40069291323
2020-08-0136968.190355030034
2020-09-0136968.190355030034
2020-10-0134842.2214456141
2020-11-0142519.32790433976
2020-12-0149463.36937856545
2021-01-0147913.91885674346
2021-02-0150774.448699027766
2021-03-0154826.87226109453
2021-04-0174850.59372807933
2021-05-0192029.70023206057
2021-06-01107567.1856811342
2021-07-0199200.84929640143
2021-08-0197647.0994943946
2021-09-0193822.48749814578
2021-10-0195017.6873895324
2021-11-0198603.24935070812
2021-12-01106990.4410156358
2022-01-0194367.96809984389
2022-02-0181144.43821481819
2022-03-0193766.89855961544
2022-04-0196772.24626075763
2022-05-01105523.87106182164
2022-06-01111553.80008598561
2022-07-01132055.5839101325
2022-08-01108538.83557390363
2022-09-01124216.66360772465
2022-10-01145924.4332367043
2022-11-01139894.50421254034
2022-12-01146719.15895017108
2023-01-01137624.99968572514
2023-02-01131562.2226524296
2023-03-01137624.99968572514
2023-04-01149144.27982028507
2023-05-01157632.1651526999
2023-06-01158033.3181643331
2023-07-01158033.3181643331
2023-08-01150739.47619179313
2023-09-01161680.23915060304
2023-10-01154386.3971780631
2023-11-01159856.77865746806
2023-12-01196090.82292245456
2024-01-01193647.32325810014
2024-02-01189982.0737615685
2024-03-01188760.32392939122
2024-04-01191814.6985098343
2024-05-01188652.52764990286
2024-06-01196002.62482369182
2024-07-01218052.91634505874
2024-08-01236428.1655650285
2024-09-01220502.9529266533
2024-10-01229078.06839123953
2024-11-01225329.68690680622
2024-12-01216605.06460234174
2025-01-01201677.68723868046
2025-02-01194208.14047332312
2025-03-01191718.29155153732
2025-04-01205412.4543358618
2025-05-01233416.38151460374
2025-06-01194097.57857500232
2025-07-01189728.83107348753
2025-08-01173502.01513044923
2025-09-01188480.60672648784
2025-10-01185360.07100097806
2025-11-01168509.15545543458
2025-12-01152282.35208339096
2026-01-01213706.90977294272
2026-02-01195478.96746877994
2026-03-01161537.28179895965
2026-04-01179765.2241031224
Annual Return Matrix
YearAnnual Return
20170.08934691370222558
2018-0.041436074101941056
20190.8182510813392561
20200.780509039832824
20211.1630237155255188
20220.37132960250840763
20230.3365045460017333
20240.10461602115872437
2025-0.29695848819157933
20260.18047312537359295
Total Factor Risk
1.0688909036919738
VTI.US Exposure
-0.01227946567031117
VEA.US Exposure
0.007014958099403442
VWO.US Exposure
0.00985037396668712
QQQ.US Exposure
0.0056261677998413915
VTV.US Exposure
0.024406354863597303
IJR.US Exposure
0.004309397291393214
QUAL.US Exposure
-0.00565940932492393
SHV.US Exposure
0.8571441077164144
TLT.US Exposure
0.0010247466157634244
LQD.US Exposure
-0.001490687583470601
HYG.US Exposure
0.028080025258014306
GLD.US Exposure
-0.00006858763185259676
USO.US Exposure
0.00802877455399313
VNQ.US Exposure
-0.0008225372044977349
BTC-USD.CC Exposure
-0.0004212810348865715
CPER.US Exposure
-0.002670037815707399
VIX.INDX Exposure
0.004895364473965371
UUP.US Exposure
-0.0009926779030067876
TIP.US Exposure
0.0008592347590000813
Idiosyncratic Exposure
0.07316517877058373
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
106.9%

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 →23.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.17%
Market Cap$384.0M
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
$13
Avg Yield on Cost
0.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.330.13%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 →
+2.4%
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 →
+0.6%
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 →
25.0% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cerillion PLC a high-risk investment?

Cerillion PLC (CER.LSE) has an annualized volatility of 106.9% and experienced a maximum drawdown of 35.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CER.LSE has generated a Compound Annual Growth Rate (CAGR) of 32.1%. 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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