Halma PLC

10-Year Study

HLMA.LSE · Industrials · GB · Common Stock

Executive Summary: Halma PLC has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 41.5% and an annualized volatility of 32.9%.

1Y CAGR
+58.7%
3Y CAGR
+24.0%
5Y CAGR
+12.2%
10Y CAGR
+17.9%

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 →
41.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +56.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.7%
% 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.
20260.218.1-9.115.9————————24.6%
202513.2-8.0-7.86.85.410.12.11.14.92.80.4-0.332.5%
2024-4.05.02.9-6.80.921.6-1.1-2.10.1-5.19.4-0.418.7%
20238.80.73.03.54.4-5.5-1.2-4.1-9.6-4.815.57.616.8%
2022-22.0-3.44.1-1.4-9.9-9.915.1-9.7-1.43.42.7-8.8-37.7%
20210.8-8.24.79.00.63.47.73.9-5.44.21.36.931.5%
2020-0.4-8.4-0.48.811.5-1.2-5.42.35.71.0-6.410.816.6%
20192.611.07.67.60.911.2-1.0-1.40.4-4.912.40.856.4%
20181.3-5.6-2.23.710.41.53.41.80.9-8.13.3-0.19.5%
20173.15.15.32.88.8-4.00.7-0.52.55.58.3-1.142.1%
2016———-2.16.37.33.91.0-1.0-0.1-10.0-4.3-0.2%

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 32.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.4% of variance. Idiosyncratic stock-specific factors contribute 17.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019786.06660330002
2016-05-0110400.43918810824
2016-06-0111157.432433570271
2016-07-0111596.401621358553
2016-08-0111718.003512831263
2016-09-0111596.401621358553
2016-10-0111585.347341355444
2016-11-0110424.6010295035
2016-12-019980.163641835554
2017-01-0110285.961834226217
2017-02-0110814.160352255036
2017-03-0111386.838213695712
2017-04-0111709.316460580725
2017-05-0112743.47262207281
2017-06-0112231.955361397973
2017-07-0112314.222540097926
2017-08-0112246.993512496869
2017-09-0112549.525940991076
2017-10-0113244.231506213613
2017-11-0114342.316048481016
2017-12-0114181.9796711911
2018-01-0114373.324566892346
2018-02-0113562.925556701479
2018-03-0113270.281837228553
2018-04-0113765.525609964105
2018-05-0115194.978734644596
2018-06-0115420.089103029979
2018-07-0115941.533564234267
2018-08-0116224.787761432519
2018-09-0116372.080328890692
2018-10-0115046.450830346032
2018-11-0115544.978409872494
2018-12-0115526.368968531026
2019-01-0115936.15557882688
2019-02-0117689.133438270805
2019-03-0119032.32348455925
2019-04-0120483.651814477667
2019-05-0120671.471128602294
2019-06-0122993.596456471758
2019-07-0122760.328294073195
2019-08-0122451.520546887346
2019-09-0122543.018470390765
2019-10-0121427.877378564703
2019-11-0124087.060814898905
2019-12-0124275.48396455798
2020-01-0124172.232899606206
2020-02-0122130.154945160426
2020-03-0122038.376755363126
2020-04-0123977.203644857138
2020-05-0126730.566178810852
2020-06-0126420.812983955537
2020-07-0124986.76974692555
2020-08-0125558.301283138484
2020-09-0127021.73880095584
2020-10-0127286.769674753967
2020-11-0125535.254492620574
2020-12-0128300.252287778872
2021-01-0128531.3685342987
2021-02-0126197.089512723967
2021-03-0127433.564258325172
2021-04-0129906.513749527574
2021-05-0130091.40770903114
2021-06-0131108.320877721857
2021-07-0133513.94270683351
2021-08-0134836.403873111776
2021-09-0132968.7177107368
2021-10-0134360.781146666835
2021-11-0134813.20191370155
2021-12-0137208.50080146537
2022-01-0129022.630841657723
2022-02-0128034.27957489016
2022-03-0129185.4174440147
2022-04-0128778.45033669244
2022-05-0125918.046527091643
2022-06-0123359.962239830482
2022-07-0126878.094506756577
2022-08-0124259.26340244243
2022-09-0123908.52757712074
2022-10-0124726.91237239764
2022-11-0125393.31104193866
2022-12-0123167.36516725402
2023-01-0125209.473193190563
2023-02-0125397.252812947383
2023-03-0126160.109999107477
2023-04-0127087.272999337703
2023-05-0128272.63463066556
2023-06-0126723.450061237585
2023-07-0126390.289217975245
2023-08-0125304.46301820095
2023-09-0122879.058959608214
2023-10-0121775.52907179412
2023-11-0125151.03105518936
2023-12-0127054.669489056505
2024-01-0125976.746077053744
2024-02-0127267.88477855715
2024-03-0128049.673772439648
2024-04-0126142.580725714084
2024-05-0126367.641776854616
2024-06-0132053.386037830896
2024-07-0131689.925160479514
2024-08-0131023.270281837227
2024-09-0131047.079685360786
2024-10-0129463.77359679808
2024-11-0132237.53542722326
2024-12-0132114.242315110245
2025-01-0136342.00041811401
2025-02-0133439.894667987886
2025-03-0130824.41713632321
2025-04-0132914.41100414481
2025-05-0134705.834663094654
2025-06-0138217.02282137462
2025-07-0139009.4294572144
2025-08-0139441.268093113846
2025-09-0141384.541954661334
2025-10-0142536.11165039318
2025-11-0142704.048897687404
2025-12-0142557.17372252097
2026-01-0142629.345300343215
2026-02-0150327.646934716715
2026-03-0145732.72314670004
2026-04-0153022.05250674744
Annual Return Matrix
YearAnnual Return
20170.42101674683389767
20180.09479560177842328
20190.56350039173742
20200.16579559563455137
20210.31477629326765455
2022-0.3773636489449306
20230.16779224973312923
20240.18701292315178053
20250.32518068789987176
20260.24590163934426235
Total Factor Risk
0.3285063150243922
VTI.US Exposure
0.12690593274851192
VEA.US Exposure
0.22995815365134645
VWO.US Exposure
-0.06277098047982861
QQQ.US Exposure
-0.048316940247806514
VTV.US Exposure
-0.09023665584120985
IJR.US Exposure
0.024662920022048018
QUAL.US Exposure
0.09074003571860953
SHV.US Exposure
0.28447802365947333
TLT.US Exposure
0.10721530388505594
LQD.US Exposure
-0.0366225165039729
HYG.US Exposure
-0.006733749874996654
GLD.US Exposure
0.04252861117547655
USO.US Exposure
-0.007256641556923688
VNQ.US Exposure
0.11333629065033389
BTC-USD.CC Exposure
-0.007691450614563444
CPER.US Exposure
-0.002892296677018121
VIX.INDX Exposure
0.03982196027839412
UUP.US Exposure
0.03810591404567655
TIP.US Exposure
-0.006896658367300661
Idiosyncratic Exposure
0.1716647443286942
Value Score
32.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →42.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.62%
Market Cap$14.7B
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 →
+13.3%
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 →
+24.6%
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 →
0.0% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Halma PLC a high-risk investment?

Halma PLC (HLMA.LSE) has an annualized volatility of 32.9% and experienced a maximum drawdown of 41.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HLMA.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.9%. 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.

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