Informa PLC

10-Year Study

INF.LSE · Communication Services · GB · Common Stock

Executive Summary: Informa PLC has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 56.1% and an annualized volatility of 22.9%.

1Y CAGR
+5.6%
3Y CAGR
+8.1%
5Y CAGR
+10.2%
10Y CAGR
+4.8%

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 →
56.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +39.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-4.7-10.89.6————————-7.4%
20258.5-0.9-10.4-5.49.82.67.71.15.45.5-0.8-7.913.6%
2024-0.54.22.6-4.36.52.41.6-3.3-1.7-1.45.9-6.84.5%
20238.0-0.13.64.3-3.55.24.4-2.92.7-5.24.45.128.3%
20227.47.11.2-4.5-5.2-3.012.4-7.5-5.07.010.50.920.5%
2021-9.010.21.60.4-3.2-7.8-1.37.33.5-5.5-10.110.6-5.9%
2020-9.6-11.9-35.1-0.83.57.0-21.411.8-8.911.026.83.5-33.8%
20197.34.35.56.7-0.37.54.70.4-2.1-9.02.18.339.8%
2018-3.6-0.13.34.86.16.5-5.5-2.6-0.0-6.4-3.1-8.8-10.3%
2017-4.13.1-3.00.54.5-0.34.00.2-2.73.77.6-3.79.4%
2016———-3.73.97.1-2.00.20.52.6-3.44.79.7%

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 22.9%. The dominant macroeconomic risk driver is VIX.INDX, accounting for 18.8% of variance. Idiosyncratic stock-specific factors contribute 24.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019626.695541589821
2016-05-0110001.762486878722
2016-06-0110715.123695418897
2016-07-0110501.851098097488
2016-08-0110521.16444878953
2016-09-0110573.139310468392
2016-10-0110847.218678855415
2016-11-0110476.235639626937
2016-12-0110968.191493712497
2017-01-0110516.558612913088
2017-02-0110839.15213669887
2017-03-0110516.558612913088
2017-04-0110565.935510507732
2017-05-0111043.213062267394
2017-06-0111010.296428870508
2017-07-0111446.429162633718
2017-08-0111471.660963739509
2017-09-0111164.310517080543
2017-10-0111579.649800673444
2017-11-0112460.168770290507
2017-12-0111994.989084266348
2018-01-0111566.358117858761
2018-02-0111553.068382543395
2018-03-0111938.501866678092
2018-04-0112510.406462581721
2018-05-0113278.975381661176
2018-06-0114135.575164709753
2018-07-0113363.61954432411
2018-08-0113021.348487474657
2018-09-0113017.932573678765
2018-10-0112187.873311274656
2018-11-0111805.29486113356
2018-12-0110763.450890883561
2019-01-0111552.519187736985
2019-02-0112044.406879346574
2019-03-0112710.504227047259
2019-04-0113556.830951217087
2019-05-0113515.06488093963
2019-06-0114531.390767684754
2019-07-0115210.104015938332
2019-08-0115278.53914181495
2019-09-0114962.432738242456
2019-10-0113610.194379906481
2019-11-0113898.2022633837
2019-12-0115050.239639790525
2020-01-0113606.681091144914
2020-02-0111983.995450641602
2020-03-017772.738515109673
2020-04-017713.028186157563
2020-05-017979.964127062644
2020-06-018538.781527579511
2020-07-016714.488810642693
2020-08-017504.108249801842
2020-09-016834.293125911672
2020-10-017587.607282868433
2020-11-019624.280642441074
2020-12-019965.540947146816
2021-01-019068.824625739318
2021-02-019998.216090628826
2021-03-0110161.585965540948
2021-04-0110205.149577684773
2021-05-019874.781636639473
2021-06-019105.127960442393
2021-07-018985.323645173414
2021-08-019638.80314482189
2021-09-019972.80317208688
2021-10-019428.237571546255
2021-11-018477.063326835178
2021-12-019377.411734462363
2022-01-0110074.454846254666
2022-02-0110789.65059914816
2022-03-0110923.975469298646
2022-04-0110430.237653341226
2022-05-019892.932330241352
2022-06-019598.867723899128
2022-07-0110786.020460427788
2022-08-019975.92306598712
2022-09-019472.38348598482
2022-10-0110136.471014393966
2022-11-0111205.581922532372
2022-12-0111304.100070304723
2023-01-0112209.011468823457
2023-02-0112194.416908968038
2023-03-0112635.924740836528
2023-04-0113183.251895403708
2023-05-0112716.200662539266
2023-06-0113375.775835039016
2023-07-0113969.026970917992
2023-08-0113568.977504435428
2023-09-0113932.896963653819
2023-10-0113212.485807598752
2023-11-0113795.498939586623
2023-12-0114504.768452069118
2024-01-0114434.212499440093
2024-02-0115043.220852264649
2024-03-0115433.133584820409
2024-04-0114775.850619012655
2024-05-0115741.350668673887
2024-06-0116120.891019885914
2024-07-0116373.310300908117
2024-08-0115835.327248047144
2024-09-0115573.302900410727
2024-10-0115353.052413049021
2024-11-0116264.43729928585
2024-12-0115159.38334381737
2025-01-0116450.51306869414
2025-02-0116310.006835722588
2025-03-0114608.753230414484
2025-04-0113818.88645884252
2025-05-0115172.56207167187
2025-06-0115566.65608525373
2025-07-0116772.11531532935
2025-08-0116951.034024760505
2025-09-0117870.25370073557
2025-10-0118847.898356115827
2025-11-0118692.098411035306
2025-12-0117215.89393139739
2026-01-0117137.99395885713
2026-02-0116323.939245811416
2026-03-0114555.609869147518
2026-04-0115946.124378991153
Annual Return Matrix
YearAnnual Return
20170.09361594307889876
2018-0.10267105578263325
20190.39827270940937654
2020-0.33784835420165304
2021-0.05901628579960194
20220.20546056741453556
20230.28314225474457566
20240.04513101287424348
20250.13565925083745234
2026-0.07375565610859736
Total Factor Risk
0.2287882220076465
VTI.US Exposure
0.18352890953452938
VEA.US Exposure
0.11945341845994067
VWO.US Exposure
0.11965696001246223
QQQ.US Exposure
0.0732925890290637
VTV.US Exposure
0.12379791802392813
IJR.US Exposure
0.005330517218385594
QUAL.US Exposure
-0.19347951819326098
SHV.US Exposure
0.09425357298305355
TLT.US Exposure
0.08946088273510965
LQD.US Exposure
-0.0392902361397691
HYG.US Exposure
0.009360101703921812
GLD.US Exposure
0.006829363727133276
USO.US Exposure
0.0032926618046181947
VNQ.US Exposure
-0.04515318614161083
BTC-USD.CC Exposure
0.033974678254452724
CPER.US Exposure
-0.02186319916674326
VIX.INDX Exposure
0.1881466055286296
UUP.US Exposure
-0.002939762799477937
TIP.US Exposure
0.00893814572453333
Idiosyncratic Exposure
0.24340957770110047
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.9%

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 →785.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.84%
Market Cap$9.9B
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 →
+2.9%
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 →
-6.2%
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 →
17.6% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Informa PLC a high-risk investment?

Informa PLC (INF.LSE) has an annualized volatility of 22.9% and experienced a maximum drawdown of 56.1% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, INF.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 60% 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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