Gamma Communications PLC

10-Year Study

GAMA.LSE · Communication Services · GB · Common Stock

Executive Summary: Gamma Communications PLC has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 67.3% and an annualized volatility of 45.4%.

1Y CAGR
-26.0%
3Y CAGR
-7.0%
5Y CAGR
-14.0%
10Y CAGR
+8.5%

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 →
67.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +83.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -38.5%
% 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.
2026-1.6-1.2-20.925.8————————-3.3%
2025-12.5-1.3-8.210.1-10.1-4.0-4.4-2.9-4.6-0.7-4.8-2.2-38.5%
20246.03.410.9-4.411.9-2.95.43.19.3-4.8-0.5-3.237.5%
20238.9-1.0-7.47.6-0.90.0-3.0-3.12.2-4.21.06.65.5%
2022-6.1-4.8-8.3-11.70.5-9.83.0-2.3-2.00.83.0-1.3-33.6%
2021-2.4-5.98.610.99.70.24.310.8-20.2-1.0-6.2-2.90.9%
20205.3-13.6-17.433.5-7.34.523.00.04.71.2-3.92.524.7%
201912.34.114.512.59.2-3.8-4.8-5.57.17.75.06.483.8%
20185.42.40.67.11.6-0.34.28.70.6-6.50.5-9.214.4%
20175.01.5-1.316.30.77.95.7-2.3-5.91.30.17.040.1%
2016———8.0-0.9-12.93.914.211.0-7.81.8-1.513.5%

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 45.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.3% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110802.877031989467
2016-05-0110701.019679207318
2016-06-019319.384152700271
2016-07-019682.478512737023
2016-08-0111056.180114650873
2016-09-0112270.680049523655
2016-10-0111309.944346566339
2016-11-0111516.68483846427
2016-12-0111346.426376442878
2017-01-0111918.003347781778
2017-02-0112100.424284281526
2017-03-0111942.32829673849
2017-04-0113888.124651609827
2017-05-0113985.413660319617
2017-06-0115089.526329599823
2017-07-0115948.277931149605
2017-08-0115580.240374722871
2017-09-0114667.60172992996
2017-10-0114852.487522676543
2017-11-0114864.811803910707
2017-12-0115900.172782647413
2018-01-0116762.972249871702
2018-02-0117157.395094612453
2018-03-0117256.00282838209
2018-04-0118488.573881099543
2018-05-0118775.931892300345
2018-06-0118726.25991504606
2018-07-0119521.008854335356
2018-08-0121209.847990643255
2018-09-0121336.790784134413
2018-10-0119940.927050233175
2018-11-0120040.63237316306
2018-12-0118196.094686077366
2019-01-0120439.4509681033
2019-02-0121286.940819448744
2019-03-0124377.78425604085
2019-04-0127418.775031168025
2019-05-0129944.767263904396
2019-06-0128817.13867944652
2019-07-0127438.92806260411
2019-08-0125935.425081179794
2019-09-0127779.121373135276
2019-10-0129915.976448487338
2019-11-0131424.347116482255
2019-12-0133435.50531036288
2020-01-0135195.267044521395
2020-02-0130418.76667115231
2020-03-0125139.476075118248
2020-04-0133561.20219183431
2020-05-0131097.81838647921
2020-06-0132488.372162010633
2020-07-0139946.79254513128
2020-08-0139946.79254513128
2020-09-0141820.80602956695
2020-10-0142327.72502128433
2020-11-0140680.238298202836
2020-12-0141694.07628163761
2021-01-0140680.238298202836
2021-02-0138272.373087545275
2021-03-0141567.34653370825
2021-04-0146078.92340256955
2021-05-0150539.80891161495
2021-06-0150635.90594389028
2021-07-0152798.74718422535
2021-08-0158523.91247656836
2021-09-0146677.524798907914
2021-10-0146218.40082607743
2021-11-0143361.63513277728
2021-12-0142086.29316094082
2022-01-0139535.60652048865
2022-02-0137648.101049397716
2022-03-0134536.26588301857
2022-04-0130506.185467757714
2022-05-0130659.2249941817
2022-06-0127647.777435886095
2022-07-0128470.014646208183
2022-08-0127801.946912821484
2022-09-0127256.434313064252
2022-10-0127462.921307711415
2022-11-0128288.87467985859
2022-12-0127927.51974244679
2023-01-0130405.377162109067
2023-02-0130095.643973359056
2023-03-0127875.897993785005
2023-04-0129992.400476035476
2023-05-0129734.29173272652
2023-06-0129734.29173272652
2023-07-0128849.030791016598
2023-08-0127963.772546085933
2023-09-0128573.819073618568
2023-10-0127370.160191385028
2023-11-0127631.82598654253
2023-12-0129463.481159086514
2024-01-0131242.80263324314
2024-02-0132289.463117093885
2024-03-0135795.775063799054
2024-04-0134225.78568641258
2024-05-0138293.1733460046
2024-06-0137185.51980555143
2024-07-0139189.84436077836
2024-08-0140402.99051246086
2024-09-0144157.923933026024
2024-10-0142040.038003013375
2024-11-0141828.24914033419
2024-12-0140504.570096978874
2025-01-0135421.64278623682
2025-02-0134945.11919359828
2025-03-0132085.972244208464
2025-04-0135315.74835489723
2025-05-0131743.27362574151
2025-06-0130458.554952405888
2025-07-0129120.305210689927
2025-08-0128263.824297280004
2025-09-0126967.792634934023
2025-10-0126779.018086489486
2025-11-0125484.56404001265
2025-12-0124918.24039467904
2026-01-0124513.72350515503
2026-02-0124217.077786170754
2026-03-0119147.132770803157
2026-04-0124093.025940050054
Annual Return Matrix
YearAnnual Return
20170.40133750091208387
20180.14439603486168373
20190.8375099650336435
20200.24700003468214637
20210.00940701687822143
2022-0.33642243958977147
20230.05499813197894654
20240.37473809962497584
2025-0.3848042249302229
2026-0.0331168831168831
Total Factor Risk
0.45440570725545554
VTI.US Exposure
-0.019416571376157765
VEA.US Exposure
-0.014346821839369122
VWO.US Exposure
0.027231035041408714
QQQ.US Exposure
0.0010655583491916425
VTV.US Exposure
-0.009043683393754387
IJR.US Exposure
0.018957838345491782
QUAL.US Exposure
0.1209274193563699
SHV.US Exposure
0.5329021944849954
TLT.US Exposure
0.048008027295042624
LQD.US Exposure
0.0529561176346062
HYG.US Exposure
0.04266380486574422
GLD.US Exposure
0.0019044498465031804
USO.US Exposure
-0.0004017542233219355
VNQ.US Exposure
0.03001254397943151
BTC-USD.CC Exposure
0.004709566903211746
CPER.US Exposure
-0.004847985215571349
VIX.INDX Exposure
0.006096395080496648
UUP.US Exposure
0.013862839810456933
TIP.US Exposure
0.0024769566557723615
Idiosyncratic Exposure
0.14428206839945165
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.4%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.04%
Market Cap$661.8M
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 →
+5.0%
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 →
-6.4%
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 →
33.3% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Gamma Communications PLC a high-risk investment?

Gamma Communications PLC (GAMA.LSE) has an annualized volatility of 45.4% and experienced a maximum drawdown of 67.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GAMA.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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