Hargreaves Services Plc

10-Year Study

HSP.LSE · Industrials · GB · Common Stock

Executive Summary: Hargreaves Services Plc has compounded at 19.8% annually over the last 10 years, with a maximum drawdown of 40.9% and an annualized volatility of 53.3%.

1Y CAGR
+22.3%
3Y CAGR
+33.2%
5Y CAGR
+20.6%
10Y CAGR
+19.8%

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 →
40.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +62.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.3%
% 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.
202614.76.9-7.77.8————————22.0%
202511.12.8-4.40.011.510.0-0.33.2-5.5-7.60.3-0.620.1%
202414.79.2-0.814.9-2.1-4.67.92.4-0.3-3.9-0.75.547.9%
202311.43.0-6.0-2.5-3.80.811.67.2-6.3-2.77.6-9.87.9%
202222.90.513.93.5-7.1-6.51.9-14.1-22.37.2-6.814.5-1.5%
20219.016.4-0.37.59.616.419.32.5-17.9-4.11.2-3.962.2%
20209.0-15.4-23.13.9-5.22.02.9-1.01.00.032.0-5.9-8.8%
20194.82.31.3-2.5-22.32.212.8-5.7-2.6-0.819.02.55.3%
20185.0-2.0-2.12.43.5-0.40.9-1.1-2.2-1.6-3.9-11.7-13.3%
2017-6.710.620.6-1.20.71.00.61.7-0.63.6-8.94.225.0%
2016———6.6-6.71.48.1-3.51.822.0-8.227.452.9%

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 53.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.3% of variance. Idiosyncratic stock-specific factors contribute 20.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110658.260810590245
2016-05-019943.976693350465
2016-06-0110084.03123353379
2016-07-0110896.358000630515
2016-08-0110518.20627040692
2016-09-0110705.377924417355
2016-10-0113065.615909814176
2016-11-0111997.893815822916
2016-12-0115285.367087928345
2017-01-0114259.79103612188
2017-02-0115772.494844469553
2017-03-0119020.60945189277
2017-04-0118786.57408201001
2017-05-0118921.322170904998
2017-06-0119105.713900293867
2017-07-0119219.184013868322
2017-08-0119545.411522005004
2017-09-0119437.73229698538
2017-10-0120127.831815305683
2017-11-0118330.703708479068
2017-12-0119107.062871759023
2018-01-0120070.32538533258
2018-02-0119677.998275403334
2018-03-0119272.26343251379
2018-04-0119735.959331118833
2018-05-0120431.49945258589
2018-06-0120344.56159545315
2018-07-0120518.44476259965
2018-08-0120286.600539737643
2018-09-0119846.962541074692
2018-10-0119524.00684770708
2018-11-0118760.66786757423
2018-12-0116558.70671646185
2019-01-0117351.41004782514
2019-02-0117744.937071599084
2019-03-0117981.931235247954
2019-04-0117537.568110016447
2019-05-0113627.160683369568
2019-06-0113923.40525115091
2019-07-0115700.85775207693
2019-08-0114812.131501613922
2019-09-0114426.45981443817
2019-10-0114305.73804762838
2019-11-0117022.0150652537
2019-12-0117444.54870196898
2020-01-0119013.954029139277
2020-02-0116091.791173254891
2020-03-0112373.615906833023
2020-04-0112861.243006402769
2020-05-0112190.75201805386
2020-06-0112434.565567838732
2020-07-0112800.285892516042
2020-08-0112678.379117623605
2020-09-0112807.045655603859
2020-10-0112807.045655603859
2020-11-0116910.274020076573
2020-12-0115915.55289570513
2021-01-0117345.462648768822
2021-02-0120184.935789703548
2021-03-0120122.249607419493
2021-04-0121626.717982236805
2021-05-0123695.361997610606
2021-06-0127581.905299221995
2021-07-0132910.223340485616
2021-08-0133725.14371017833
2021-09-0127681.37890223534
2021-10-0126543.786048653896
2021-11-0126859.78820402709
2021-12-0125816.995997057602
2022-01-0131726.146867964017
2022-02-0131899.582862249146
2022-03-0136347.73056046411
2022-04-0137618.633096903104
2022-05-0134949.74149682172
2022-06-0132662.124384112543
2022-07-0133297.571925891534
2022-08-0128595.243720388775
2022-09-0122218.56617003152
2022-10-0123828.604604538956
2022-11-0122218.56617003152
2022-12-0125438.64303904639
2023-01-0128336.71818346459
2023-02-0129177.216840828074
2023-03-0127437.073462302953
2023-04-0126751.14755735551
2023-05-0125738.591688696146
2023-06-0125934.572648075704
2023-07-0128939.581729411228
2023-08-0131030.02542177717
2023-09-0129082.200060666455
2023-10-0128288.14775783801
2023-11-0130438.706388535084
2023-12-0127461.012116148682
2024-01-0131497.447760893694
2024-02-0134408.97535555832
2024-03-0134120.846975210974
2024-04-0139191.01212360156
2024-05-0138368.82519491148
2024-06-0136587.41521416226
2024-07-0139465.076917458595
2024-08-0140424.29251663669
2024-09-0140318.320001371336
2024-10-0138762.17334954087
2024-11-0138479.2321743855
2024-12-0140601.25372364568
2025-01-0145128.22309155939
2025-02-0146401.428568234485
2025-03-0144361.71663699178
2025-04-0144361.71663699178
2025-05-0149452.399566838554
2025-06-0154397.639523522404
2025-07-0154252.196550359484
2025-08-0155997.57185136272
2025-09-0152915.455262963726
2025-10-0148890.8995105693
2025-11-0149039.95713102836
2025-12-0148741.84189011025
2026-01-0155896.60767214478
2026-02-0159772.10580408015
2026-03-0155151.31956984952
2026-04-0159473.99056316205
Annual Return Matrix
YearAnnual Return
20170.2500231601797036
2018-0.13337246924872703
20190.05349705147120387
2020-0.08764891728561996
20210.6221237280436807
2022-0.014655189087620202
20230.07949988031979949
20240.4785053643295898
20250.2005009062496903
20260.22018348623853212
Total Factor Risk
0.5329112261621765
VTI.US Exposure
0.004753283508386632
VEA.US Exposure
0.0191491420331665
VWO.US Exposure
-0.0004639607290106105
QQQ.US Exposure
-0.022484960473877758
VTV.US Exposure
0.018454264417128607
IJR.US Exposure
-0.029222305129580475
QUAL.US Exposure
0.09607793703808706
SHV.US Exposure
0.5927778203916573
TLT.US Exposure
0.04331054633003397
LQD.US Exposure
0.0015897364244096106
HYG.US Exposure
0.05414699680771267
GLD.US Exposure
-0.0016110411785631284
USO.US Exposure
-0.0005398912028968006
VNQ.US Exposure
0.006513157712760698
BTC-USD.CC Exposure
-0.0012125598311951674
CPER.US Exposure
0.014982648934708874
VIX.INDX Exposure
-0.0011557770207967228
UUP.US Exposure
-0.0003233595603645933
TIP.US Exposure
-0.00032371155547154264
Idiosyncratic Exposure
0.20558203308370496
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
61.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.3%

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 →5.09%
Market Cap$249.3M
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
$15
Avg Yield on Cost
0.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$14.530.15%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 →
+3.9%
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 →
+12.2%
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 →
1.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hargreaves Services Plc a high-risk investment?

Hargreaves Services Plc (HSP.LSE) has an annualized volatility of 53.3% and experienced a maximum drawdown of 40.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HSP.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.8%. 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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