M.P.Evans Group

10-Year Study

MPE.LSE · Consumer Defensive · GB · Common Stock

Executive Summary: M.P.Evans Group has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 35.8% and an annualized volatility of 29.1%.

1Y CAGR
+64.8%
3Y CAGR
+34.7%
5Y CAGR
+22.6%
10Y CAGR
+19.3%

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 →
35.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +41.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.2%
% 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.
20266.510.73.19.4————————33.1%
20253.6-1.0-1.04.03.58.117.70.01.91.0-4.4-5.029.9%
20243.00.36.07.51.70.9-0.71.211.3-2.66.51.241.8%
20230.5-0.79.7-1.4-8.3-9.62.91.42.70.60.8-1.1-3.8%
2022-1.4-0.629.3-7.72.8-8.5-7.7-1.21.70.09.6-9.01.8%
2021-3.4-6.317.27.31.2-3.2-1.30.811.69.5-4.00.530.9%
2020-2.5-6.8-26.129.8-8.1-3.510.00.00.8-4.111.22.3-6.3%
2019-3.14.9-1.42.6-0.3-0.71.0-2.0-4.24.23.06.09.8%
2018-1.6-1.8-0.9-1.02.52.3-1.4-0.3-8.22.6-2.1-1.3-11.2%
201714.13.12.2-3.00.20.72.6-1.56.82.9-0.2-1.927.9%
2016———12.8-5.5-2.29.32.3-7.550.010.6-6.667.2%

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 29.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.8% of variance. Idiosyncratic stock-specific factors contribute 23.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111282.683761687698
2016-05-0110661.61887680652
2016-06-0110431.953473593223
2016-07-0111399.135309982787
2016-08-0111661.109881289598
2016-09-0110790.78025398575
2016-10-0116182.605153504312
2016-11-0117892.961856960213
2016-12-0116715.44665862514
2017-01-0119077.054090562047
2017-02-0119675.67724262973
2017-03-0120104.5812608331
2017-04-0119492.024732965594
2017-05-0119539.517177092792
2017-06-0119675.20664766216
2017-07-0120190.83190648939
2017-08-0119885.528715328448
2017-09-0121235.654383008583
2017-10-0121844.672036719963
2017-11-0121803.711450742638
2017-12-0121387.298905358457
2018-01-0121052.803767169185
2018-02-0120670.522533592954
2018-03-0120479.378152045094
2018-04-0120273.374263801234
2018-05-0120773.266591672655
2018-06-0121245.38628693794
2018-07-0120939.898622549706
2018-08-0120884.353357337444
2018-09-0119162.506607153347
2018-10-0119663.995193154766
2018-11-0119244.424014348253
2018-12-0118992.67829525655
2019-01-0118405.277891975493
2019-02-0119300.364579333276
2019-03-0119020.650460128934
2019-04-0119521.75880539656
2019-05-0119464.760342924437
2019-06-0119322.267951503873
2019-07-0119521.75880539656
2019-08-0119122.773332851444
2019-09-0118324.80615252096
2019-10-0119101.717031622476
2019-11-0119676.20430899341
2019-12-0120853.90398055577
2020-01-0120336.863172066085
2020-02-0118958.095212279743
2020-03-0114017.499356226084
2020-04-0118195.780306692388
2020-05-0116728.378608333973
2020-06-0116141.418681942556
2020-07-0117755.559420708887
2020-08-0117755.559420708887
2020-09-0117902.29846111681
2020-10-0117167.967014681057
2020-11-0119091.96630389442
2020-12-0119535.963243897702
2021-01-0118869.965951512906
2021-02-0117685.967836904583
2021-03-0120719.96135850602
2021-04-0122241.489007654513
2021-05-0122514.204438501143
2021-06-0121786.962034656874
2021-07-0121514.24660381024
2021-08-0121696.058145961244
2021-09-0124211.102125884532
2021-10-0126517.224528765026
2021-11-0125444.271767464346
2021-12-0125566.89375697422
2022-01-0125202.87160813971
2022-02-0125048.633166328593
2022-03-0132390.471844867807
2022-04-0129882.897148269793
2022-05-0130705.94139323217
2022-06-0128110.180964471212
2022-07-0125957.600522849832
2022-08-0125641.044464824347
2022-09-0126084.224451963928
2022-10-0126088.00427074345
2022-11-0128593.994003490687
2022-12-0126023.747351491525
2023-01-0126152.257425235635
2023-02-0125959.490432239596
2023-03-0128465.480164986835
2023-04-0128070.891931818696
2023-05-0125742.738154936433
2023-06-0123281.545298342153
2023-07-0123946.733167382725
2023-08-0124279.32710190301
2023-09-0124944.514970943586
2023-10-0125105.993045735806
2023-11-0125309.007714745658
2023-12-0125038.32148939919
2024-01-0125782.704844342246
2024-02-0125850.376400678866
2024-03-0127406.814666901588
2024-04-0129457.1555282485
2024-05-0129949.281156775138
2024-06-0130230.49365035622
2024-07-0130019.584280170406
2024-08-0130371.09989714677
2024-09-0133815.97176731376
2024-10-0132937.75120359369
2024-11-0135081.20586760394
2024-12-0135509.8952945021
2025-01-0136795.9673399563
2025-02-0136438.72552341455
2025-03-0136081.4837068728
2025-04-0137517.08447970268
2025-05-0138817.18401995022
2025-06-0141974.560012529124
2025-07-0149403.68841041303
2025-08-0149403.68841041303
2025-09-0150332.326636578706
2025-10-0150824.256497598835
2025-11-0148565.40065326112
2025-12-0146118.30682189524
2026-01-0149130.11461434555
2026-02-0154400.77825113357
2026-03-0156094.92013438687
2026-04-0161365.58377117489
Annual Return Matrix
YearAnnual Return
20170.27949311449135883
2018-0.11196461136576474
20190.09799701002486105
2020-0.06319875347498094
20210.3087091451689925
20220.01786895188989024
2023-0.03786640904488536
20240.41822187679539136
20250.29874522128021064
20260.33061224489795915
Total Factor Risk
0.2914423964815318
VTI.US Exposure
0.050878555326490396
VEA.US Exposure
0.048069959989046764
VWO.US Exposure
0.000022996088985336384
QQQ.US Exposure
0.0007373654861604763
VTV.US Exposure
-0.0020247057828215484
IJR.US Exposure
-0.019733437600367356
QUAL.US Exposure
-0.013670586655174618
SHV.US Exposure
0.6377925556847301
TLT.US Exposure
0.000380168793170699
LQD.US Exposure
-0.00014677274754629967
HYG.US Exposure
0.0025153620907826493
GLD.US Exposure
0.016535363362550577
USO.US Exposure
0.01896575799770731
VNQ.US Exposure
0.003586011387267479
BTC-USD.CC Exposure
0.023963853507183525
CPER.US Exposure
-0.0013997126317636477
VIX.INDX Exposure
-0.007484310500116173
UUP.US Exposure
0.004114514485620352
TIP.US Exposure
-0.0009778514520725782
Idiosyncratic Exposure
0.2378749131701665
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
64.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.1%

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 →9.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.39%
Market Cap$787.9M
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 →
+9.6%
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 →
+22.7%
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 →
0.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is M.P.Evans Group a high-risk investment?

M.P.Evans Group (MPE.LSE) has an annualized volatility of 29.1% and experienced a maximum drawdown of 35.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, MPE.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.3%. 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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