Judges Scientific Plc

10-Year Study

JDG.LSE · Technology · GB · Common Stock

Executive Summary: Judges Scientific Plc has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 61.6% and an annualized volatility of 46.7%.

1Y CAGR
-48.4%
3Y CAGR
-23.3%
5Y CAGR
-6.3%
10Y CAGR
+13.4%

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 →
61.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +147.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -31.5%
% 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.
2026-10.5-5.5-12.93.6————————-23.7%
2025-16.012.7-0.5-24.134.110.7-32.410.0-4.8-8.8-3.53.6-31.5%
20240.916.3-4.79.80.0-8.8-2.55.6-5.6-2.7-12.10.6-6.5%
2023-0.713.4-10.516.9-2.0-5.63.5-0.4-6.4-7.29.12.59.0%
2022-9.3-4.2-6.3-2.019.4-8.216.7-10.8-3.9-4.616.74.21.3%
20210.3-6.25.3-8.99.4-8.315.010.64.2-2.54.68.532.8%
2020-5.7-8.8-14.118.313.4-9.21.04.3-8.611.59.38.114.0%
20197.19.7-4.617.1-1.713.30.1-1.115.711.024.07.6147.8%
201810.0-7.411.88.9-3.12.10.80.012.5-14.32.9-4.816.7%
201714.44.3-7.14.99.63.31.12.611.5-8.31.47.652.4%
2016———15.2-21.9-1.7-7.08.5-12.311.1-2.22.0-13.3%

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 46.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.9% of variance. Idiosyncratic stock-specific factors contribute 27.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111519.379496351197
2016-05-018992.247655489413
2016-06-018843.30772829309
2016-07-018222.725057499274
2016-08-018920.880741737748
2016-09-017819.345818616087
2016-10-018686.827666546746
2016-11-018499.342249695694
2016-12-018671.20358248344
2017-01-019921.106600951023
2017-02-0110342.948968461318
2017-03-019608.631385120418
2017-04-0110077.344568057188
2017-05-0111046.019820439053
2017-06-0111413.799653107835
2017-07-0111540.093314912112
2017-08-0111840.041390281272
2017-09-0113197.699511845254
2017-10-0112102.490658164093
2017-11-0112276.969773945388
2017-12-0113212.811389741051
2018-01-0114529.333537162174
2018-02-0113450.736542411532
2018-03-0115036.909016092903
2018-04-0116369.293031927184
2018-05-0115861.71827137818
2018-06-0116192.30676393747
2018-07-0116320.309455857456
2018-08-0116320.309455857456
2018-09-0118368.348216286922
2018-10-0115746.36556319403
2018-11-0116196.262173696656
2018-12-0115425.011149284323
2019-01-0116517.616587606364
2019-02-0118124.388657154912
2019-03-0117288.86689363698
2019-04-0120245.327357929957
2019-05-0119891.83757446745
2019-06-0122536.70858759257
2019-07-0122569.135620124343
2019-08-0122309.720078251885
2019-09-0125811.827379194063
2019-10-0128642.563858387995
2019-11-0135510.77802464567
2019-12-0138216.360913827535
2020-01-0136051.89402777667
2020-02-0132872.83436646203
2020-03-0128239.52297729569
2020-04-0133413.951087974754
2020-05-0137878.16260369122
2020-06-0134380.82463899882
2020-07-0134721.2290994022
2020-08-0136219.007575766285
2020-09-0133087.28855152406
2020-10-0136885.37630558694
2020-11-0140300.68872692414
2020-12-0143579.388651407855
2021-01-0143716.00114826134
2021-02-0140983.75121119158
2021-03-0143169.55116084739
2021-04-0139344.40124894973
2021-05-0143032.938663993904
2021-06-0139448.8647269977
2021-07-0145359.322324660265
2021-08-0150170.159486489254
2021-09-0152300.67277884993
2021-10-0150983.88339342836
2021-11-0153326.386103164215
2021-12-0157873.59728785039
2022-01-0152499.61997606927
2022-02-0150294.91150111896
2022-03-0147125.64338266987
2022-04-0146161.083020789396
2022-05-0155117.7111553762
2022-06-0150579.95459252814
2022-07-0159033.04311669624
2022-08-0152658.5827650455
2022-09-0150579.95459252814
2022-10-0148230.15958993622
2022-11-0156291.684817778165
2022-12-0158654.54574712274
2023-01-0158237.570415776354
2023-02-0166021.11208938737
2023-03-0159071.52107846914
2023-04-0169078.93190430927
2023-05-0167689.01413315465
2023-06-0163892.49245124486
2023-07-0166129.42896699008
2023-08-0165849.8118127242
2023-09-0161655.55665388139
2023-10-0157218.637896532346
2023-11-0162407.58306504171
2023-12-0163950.242439463414
2024-01-0164511.209484707666
2024-02-0175029.34086465574
2024-03-0171523.29755026088
2024-04-0178535.38489743233
2024-05-0178535.38489743233
2024-06-0171627.89823921767
2024-07-0169863.66408010933
2024-08-0173744.97851176595
2024-09-0169581.38675832834
2024-10-0167675.8821152836
2024-11-0159464.16410252284
2024-12-0159818.11796057752
2025-01-0150261.376723972455
2025-02-0156632.537548375825
2025-03-0156349.37446193209
2025-04-0142757.56570893931
2025-05-0157340.44382772172
2025-06-0163456.92611932494
2025-07-0142876.30127665053
2025-08-0147163.93169166827
2025-09-0144877.19551821758
2025-10-0140947.75813179374
2025-11-0139510.99468857291
2025-12-0140947.75813179374
2026-01-0136637.46780213124
2026-02-0134625.99898162207
2026-03-0130172.03230763749
2026-04-0131249.604890053117
Annual Return Matrix
YearAnnual Return
20170.5237574881106515
20180.16742839160338807
20191.4775580739596847
20200.1403332920597331
20210.3280038816235378
20220.01349403693342377
20230.09028621098136203
2024-0.06461468043373653
2025-0.3154622791913996
2026-0.23684210526315785
Total Factor Risk
0.4666446337463072
VTI.US Exposure
-0.09546162866108836
VEA.US Exposure
0.14023261219953548
VWO.US Exposure
-0.0339037767121737
QQQ.US Exposure
0.028353398255131647
VTV.US Exposure
-0.043824273123893295
IJR.US Exposure
0.072035240242247
QUAL.US Exposure
0.031755314811209266
SHV.US Exposure
0.3286541368803674
TLT.US Exposure
-0.01340012994470325
LQD.US Exposure
0.06760834310472918
HYG.US Exposure
0.048708714597701985
GLD.US Exposure
-0.003813300090329548
USO.US Exposure
0.002622559605613258
VNQ.US Exposure
0.04818643311363286
BTC-USD.CC Exposure
-0.0036376510192483095
CPER.US Exposure
0.09454376399494721
VIX.INDX Exposure
0.041388957018579364
UUP.US Exposure
0.011072807691839319
TIP.US Exposure
0.00037162060738077336
Idiosyncratic Exposure
0.27850685742852177
Value Score
29.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.7%

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 →51.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.50%
Market Cap$283.1M
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 →
-2.3%
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 →
-23.1%
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 →
51.7% 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 Judges Scientific Plc a high-risk investment?

Judges Scientific Plc (JDG.LSE) has an annualized volatility of 46.7% and experienced a maximum drawdown of 61.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, JDG.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.4%. 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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