Morgan Sindall Group PLC

10-Year Study

MGNS.LSE · Industrials · GB · Common Stock

Executive Summary: Morgan Sindall Group PLC has compounded at 24.9% annually over the last 10 years, with a maximum drawdown of 41.2% and an annualized volatility of 30.8%.

1Y CAGR
+28.1%
3Y CAGR
+44.6%
5Y CAGR
+21.9%
10Y CAGR
+24.9%

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 →
41.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +97.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.2%
% 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.
20266.00.4-16.516.3————————3.4%
2025-5.5-9.6-0.910.09.618.10.3-9.06.35.92.2-2.123.8%
20242.33.5-1.11.111.30.612.84.53.023.21.62.584.8%
20237.39.4-5.94.27.40.54.33.54.1-6.88.28.853.4%
2022-15.99.44.1-7.4-4.4-12.411.1-14.8-14.46.55.1-5.4-36.2%
2021-3.411.57.032.5-2.8-3.68.69.8-7.2-3.34.46.169.6%
202013.1-4.3-31.610.4-5.01.0-15.321.5-10.1-3.229.39.0-0.9%
201911.413.8-6.17.4-2.1-3.6-9.26.02.27.111.713.360.8%
2018-11.6-2.2-5.29.416.6-1.5-1.94.1-10.4-8.53.5-14.2-23.4%
201710.320.8-1.610.617.00.010.5-8.213.62.3-5.04.197.8%
2016———1.6-1.2-17.3-12.027.40.4-1.01.62.1-4.0%

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 30.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 26.2% of variance. Idiosyncratic stock-specific factors contribute 36.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110163.645509101698
2016-05-0110043.477948211756
2016-06-018310.534929209005
2016-07-017311.246094081171
2016-08-019316.148173604466
2016-09-019354.094629210216
2016-10-019257.368258505214
2016-11-019405.537699686314
2016-12-019598.80120084295
2017-01-0110590.893229135125
2017-02-0112794.107739774969
2017-03-0112594.400607991085
2017-04-0113935.304056099896
2017-05-0116301.675835987744
2017-06-0116301.675835987744
2017-07-0118010.72159579493
2017-08-0116525.16668281517
2017-09-0118773.219779088497
2017-10-0119198.21932491189
2017-11-0118240.968319667663
2017-12-0118985.49624850122
2018-01-0116778.498825196508
2018-02-0116406.234860779732
2018-03-0115555.344447539572
2018-04-0117024.15159809609
2018-05-0119852.44558964235
2018-06-0119553.30027432267
2018-07-0119172.567808567586
2018-08-0119961.226564487024
2018-09-0117894.395612048396
2018-10-0116371.251907541753
2018-11-0116951.01024016859
2018-12-0114549.155912773867
2019-01-0116205.606128961934
2019-02-0118441.814677776834
2019-03-0117309.908165489844
2019-04-0118585.646732350695
2019-05-0118189.00105368973
2019-06-0117537.371165235505
2019-07-0115922.459184662152
2019-08-0116885.739384378747
2019-09-0117254.053904707693
2019-10-0118483.93577337193
2019-11-0120650.02134630058
2019-12-0123393.730621798055
2020-01-0126455.132649848
2020-02-0125328.76709217968
2020-03-0117328.68836823428
2020-04-0119130.81383906403
2020-05-0118177.253018760523
2020-06-0118356.047210144487
2020-07-0115554.962182227768
2020-08-0118892.424107088787
2020-09-0116985.302466481764
2020-10-0116448.925569537467
2020-11-0121273.20463986823
2020-12-0123179.622306732712
2021-01-0122392.846491334312
2021-02-0124964.998122736688
2021-03-0126720.11252982426
2021-04-0135412.90330882798
2021-05-0134412.10433647825
2021-06-0133180.35088170819
2021-07-0136028.78003621301
2021-08-0139570.07074557632
2021-09-0136721.64159107149
2021-10-0135491.92814623275
2021-11-0137052.01344059975
2021-12-0139314.134657308605
2022-01-0133073.797264645684
2022-02-0136193.96596097714
2022-03-0137676.046422905034
2022-04-0134886.80215764167
2022-05-0133363.0112514685
2022-06-0129224.71485278622
2022-07-0132480.81482311335
2022-08-0127684.88205033488
2022-09-0123706.985690409
2022-10-0125239.511926677726
2022-11-0126517.87525585282
2022-12-0125075.618512844114
2023-01-0126911.21869209248
2023-02-0129435.17083096152
2023-03-0127697.9055645718
2023-04-0128870.09564959366
2023-05-0131017.457791853885
2023-06-0131187.883779233835
2023-07-0132517.20193903133
2023-08-0133642.01194181695
2023-09-0135022.45903326995
2023-10-0132642.01534814151
2023-11-0135333.24640897695
2023-12-0138458.54540857727
2024-01-0139326.68317850958
2024-02-0140715.70474584277
2024-03-0140281.63680707788
2024-04-0140713.43007799727
2024-05-0145297.05988772754
2024-06-0145566.68561592403
2024-07-0151408.56819310378
2024-08-0153745.321980936686
2024-09-0155363.07445771313
2024-10-0168232.86126721329
2024-11-0169326.04354645318
2024-12-0171056.9181694866
2025-01-0167139.67709557088
2025-02-0160671.67610849371
2025-03-0160125.08402267249
2025-04-0166131.89894267685
2025-05-0172492.53447200455
2025-06-0185587.96000520787
2025-07-0185868.57680732012
2025-08-0178104.85915983384
2025-09-0183062.41257100293
2025-10-0187996.71781704556
2025-11-0189889.12035074545
2025-12-0187996.71781704556
2026-01-0193295.44491140527
2026-02-0193673.92541814526
2026-03-0178250.84476849104
2026-04-0190986.7138202914
Annual Return Matrix
YearAnnual Return
20170.9779028496635538
2018-0.23366996983697852
20190.6079098170402331
2020-0.00915238011956232
20210.6960645060161095
2022-0.362172950481501
20230.5337027634583857
20240.8476236533282671
20250.23839761256115488
20260.033978494623655875
Total Factor Risk
0.30767723141785197
VTI.US Exposure
-0.010456081297211737
VEA.US Exposure
-0.03528521214447881
VWO.US Exposure
-0.0021478515131020826
QQQ.US Exposure
-0.011648207533483862
VTV.US Exposure
-0.06807683000652404
IJR.US Exposure
0.08056640164655397
QUAL.US Exposure
0.11525351226541043
SHV.US Exposure
0.2622995868056224
TLT.US Exposure
-0.007474352185555065
LQD.US Exposure
-0.011060774248630832
HYG.US Exposure
0.13878368053441065
GLD.US Exposure
0.025420785054860166
USO.US Exposure
0.0077529916967413745
VNQ.US Exposure
0.1280672220828392
BTC-USD.CC Exposure
0.0005985134847826663
CPER.US Exposure
0.04194170658995592
VIX.INDX Exposure
-0.014421046084861328
UUP.US Exposure
-0.004201411445513103
TIP.US Exposure
0.0034273467188040566
Idiosyncratic Exposure
0.36066001957938
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

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 →11.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.74%
Market Cap$2.0B
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 →
+2.7%
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 →
+4.6%
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 →
13.1% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Morgan Sindall Group PLC a high-risk investment?

Morgan Sindall Group PLC (MGNS.LSE) has an annualized volatility of 30.8% and experienced a maximum drawdown of 41.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, MGNS.LSE has generated a Compound Annual Growth Rate (CAGR) of 24.9%. 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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