4Imprint Group Plc

10-Year Study

FOUR.LSE · Communication Services · GB · Common Stock

Executive Summary: 4Imprint Group Plc has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 47.0% and an annualized volatility of 43.5%.

1Y CAGR
+7.7%
3Y CAGR
-1.8%
5Y CAGR
+10.7%
10Y CAGR
+14.8%

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 →
47.0%
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 →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +92.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.6%
% 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.
20266.1-2.6-15.210.7————————-2.9%
202524.2-13.8-28.8-8.115.13.1-1.8-4.5-4.23.117.0-1.3-11.1%
202419.74.211.2-0.95.3-9.74.3-12.7-5.52.6-1.2-3.99.5%
20237.1-2.27.7-6.58.54.1-7.516.22.9-4.4-14.97.014.7%
2022-0.7-3.23.7-2.0-2.0-13.337.520.1-10.72.221.81.254.1%
2021-6.61.90.4-4.122.3-7.04.92.74.9-5.0-1.2-0.210.4%
2020-4.9-16.3-30.3-0.523.56.3-3.4-8.8-13.910.818.64.5-24.6%
20197.60.823.010.1-1.93.13.30.37.9-1.04.412.392.7%
20185.3-5.5-13.19.21.7-1.717.47.3-7.4-9.012.7-9.62.1%
2017-6.0-1.18.21.4-3.6-1.9-5.828.0-9.15.0-5.14.19.7%
2016———6.03.6-4.79.613.19.5-5.90.27.443.9%

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 43.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.4% of variance. Idiosyncratic stock-specific factors contribute 32.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110598.96198414232
2016-05-0110977.20928558008
2016-06-0110462.15009103158
2016-07-0111468.125749648856
2016-08-0112973.615717421118
2016-09-0114206.109343705544
2016-10-0113370.932939702445
2016-11-0113395.258578425555
2016-12-0114392.605135484651
2017-01-0113524.994932399777
2017-02-0113379.042257708223
2017-03-0114481.799530018427
2017-04-0114680.554804692778
2017-05-0114144.769096286256
2017-06-0113872.753281900616
2017-07-0113073.195364178993
2017-08-0116737.85347452152
2017-09-0115209.433990440846
2017-10-0115973.644311304735
2017-11-0115159.594967059731
2017-12-0115782.59202050054
2018-01-0116613.254758421623
2018-02-0115699.525052120169
2018-03-0113648.956942589151
2018-04-0114905.52731346803
2018-05-0115165.507070850663
2018-06-0114905.52731346803
2018-07-0117505.328360235704
2018-08-0118778.529489497305
2018-09-0117381.057258267945
2018-10-0115808.901866370246
2018-11-0117817.766896409452
2018-12-0116114.598265775168
2019-01-0117337.386178689085
2019-02-0117468.39941742567
2019-03-0121486.130635151192
2019-04-0123663.75977618514
2019-05-0123220.61825070029
2019-06-0123929.644691476045
2019-07-0124727.29943734877
2019-08-0124811.848194029986
2019-09-0126775.375132651887
2019-10-0126507.621774925385
2019-11-0127667.88748272067
2019-12-0131059.435802158576
2020-01-0129542.164459747506
2020-02-0124722.597074787824
2020-03-0117225.491481974685
2020-04-0117147.49616558336
2020-05-0121183.275101754287
2020-06-0122507.230953261038
2020-07-0121731.118862458905
2020-08-0119813.667436463405
2020-09-0117056.189065073773
2020-10-0118900.59527372045
2020-11-0122415.922695104346
2020-12-0123420.303116003994
2021-01-0121868.08009204684
2021-02-0122278.96262316352
2021-03-0122370.269723673107
2021-04-0121457.19756093015
2021-05-0126250.82670474245
2021-06-0124424.682379256537
2021-07-0125611.67584352825
2021-08-0126304.08773298082
2021-09-0127587.213370916736
2021-10-0126212.43565363245
2021-11-0125891.653954736692
2021-12-0125845.827336238952
2022-01-0125662.524335189308
2022-02-0124837.656778701054
2022-03-0125754.176414537687
2022-04-0125228.102207737225
2022-05-0124719.843032313052
2022-06-0121439.265607195746
2022-07-0129478.99049930593
2022-08-0135404.96869085509
2022-09-0131631.54384628947
2022-10-0132330.32626778855
2022-11-0139364.73420248707
2022-12-0139830.588764270746
2023-01-0142672.30332762189
2023-02-0141740.59420405453
2023-03-0144954.9924168326
2023-04-0142020.10694112473
2023-05-0145576.31667019942
2023-06-0147456.7720098525
2023-07-0143893.802779302336
2023-08-0150985.25146005348
2023-09-0152484.81774756371
2023-10-0150185.48285055783
2023-11-0142687.6514130067
2023-12-0145686.78398802715
2024-01-0154684.1817130885
2024-02-0156983.51661009438
2024-03-0163381.665486059566
2024-04-0162781.83873952605
2024-05-0166123.02825203043
2024-06-0159704.306829272864
2024-07-0162251.41872547453
2024-08-0154327.4481255436
2024-09-0151337.89160741732
2024-10-0152678.038311404984
2024-11-0152059.50861816179
2024-12-0150049.29029865096
2025-01-0162162.146768584375
2025-02-0153605.83111479912
2025-03-0138142.610779014314
2025-04-0135049.96694338677
2025-05-0140359.1889570653
2025-06-0141609.75577003155
2025-07-0140870.78447146059
2025-08-0139012.707608091536
2025-09-0137392.001654046195
2025-10-0138549.64876407858
2025-11-0145090.354935761585
2025-12-0144511.53138074539
2026-01-0147232.002089321504
2026-02-0146016.4726237875
2026-03-0139012.707608091536
2026-04-0143203.39014640878
Annual Return Matrix
YearAnnual Return
20170.09657646214366755
20180.021036230604160266
20190.9274098733273326
2020-0.24595207507354888
20210.10356502254565192
20220.5410839144786628
20230.14702758370997482
20240.09548727071196494
2025-0.11064610276911035
2026-0.029388816644993487
Total Factor Risk
0.43542305552070126
VTI.US Exposure
0.4439875474750037
VEA.US Exposure
0.2131919667387549
VWO.US Exposure
-0.02983194773721356
QQQ.US Exposure
-0.07022470515894452
VTV.US Exposure
-0.03794321087785057
IJR.US Exposure
0.008202601592445827
QUAL.US Exposure
-0.025726767700109402
SHV.US Exposure
0.0601560273419737
TLT.US Exposure
0.008670694779561035
LQD.US Exposure
0.010384528080698632
HYG.US Exposure
0.0036057369054635197
GLD.US Exposure
0.0052351420445321505
USO.US Exposure
0.007273762621897417
VNQ.US Exposure
-0.021033435241651972
BTC-USD.CC Exposure
-0.0025523666723252084
CPER.US Exposure
0.04407566603516705
VIX.INDX Exposure
-0.027105505091758138
UUP.US Exposure
0.07756048583515722
TIP.US Exposure
0.006178546547121361
Idiosyncratic Exposure
0.325895232482077
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
83.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.5%

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 →11.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.95%
Market Cap$991.3M
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 →
+0.8%
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 →
+3.0%
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 →
15.8% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 4Imprint Group Plc a high-risk investment?

4Imprint Group Plc (FOUR.LSE) has an annualized volatility of 43.5% and experienced a maximum drawdown of 47.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FOUR.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.8%. 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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