MS INTERNATIONAL plc

10-Year Study

MSI.LSE · Industrials · GB · Common Stock

Executive Summary: MS INTERNATIONAL plc has compounded at 29.9% annually over the last 10 years, with a maximum drawdown of 48.2% and an annualized volatility of 39.1%.

1Y CAGR
+28.0%
3Y CAGR
+38.9%
5Y CAGR
+50.9%
10Y CAGR
+29.9%

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 →
48.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +218.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -31.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.9-5.84.132.9-3.0-7.1——————4.7%
20258.1-5.56.30.013.94.82.41.211.021.3-4.8-7.659.2%
20243.4-3.9-7.513.011.56.44.8-6.3-1.9-3.46.1-11.47.9%
2023-9.0-5.8-5.7-5.1-1.617.54.92.517.70.33.116.335.1%
20223.30.021.610.0-11.814.5-1.812.9-1.51.92.2101.2218.8%
202120.818.3-5.2-1.51.630.57.83.6-4.81.40.5-2.885.9%
2020-1.9-21.1-9.39.4-6.50.01.4-11.50.0-2.28.9-0.6-31.8%
20195.7-1.8-2.3-2.85.3-1.10.0-1.4-17.112.9-6.21.6-9.8%
2018-15.64.50.50.011.914.8-4.3-5.9-8.9-0.54.86.73.9%
20174.50.0-2.0-1.5-5.311.416.01.87.4-16.16.38.530.6%
2016—————-11.3-2.30.73.9-5.418.0-4.6-3.3%

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 39.1%. The dominant macroeconomic risk driver is UUP.US, accounting for 11.3% of variance. Idiosyncratic stock-specific factors contribute 60.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-018869.383006000797
2016-07-018669.10505165857
2016-08-018726.327324327778
2016-09-019069.653265040086
2016-10-018583.271642654758
2016-11-0110128.257614117496
2016-12-019666.570218869807
2017-01-0110099.40022808878
2017-02-0110099.40022808878
2017-03-019897.41391649365
2017-04-019753.142376955955
2017-05-019233.740209650834
2017-06-0110290.890146472395
2017-07-0111941.032432623775
2017-08-0112151.052640489297
2017-09-0113051.133748982298
2017-10-0110950.94706093295
2017-11-0111641.007961560423
2017-12-0112625.267988924921
2018-01-0110657.301996007678
2018-02-0111141.721316143054
2018-03-0111202.27565498571
2018-04-0111202.27565498571
2018-05-0112534.432633009463
2018-06-0114383.867874726624
2018-07-0113761.194741953406
2018-08-0112951.710434984696
2018-09-0111799.754365930125
2018-10-0111737.483974531624
2018-11-0112297.894411209285
2018-12-0113120.2760459071
2019-01-0113873.59233670952
2019-02-0113622.486906442045
2019-03-0113308.60319478197
2019-04-0112931.94889703223
2019-05-0113622.486906442045
2019-06-0113468.51158989576
2019-07-0113468.51158989576
2019-08-0113274.251362453386
2019-09-0111007.915388605103
2019-10-0112432.469869041335
2019-11-0111655.444349877724
2019-12-0111836.568695199823
2020-01-0111607.679604522991
2020-02-019155.3558538939
2020-03-018305.217261487933
2020-04-019089.961169501361
2020-05-018501.401314665554
2020-06-018501.401314665554
2020-07-018617.400311198051
2020-08-017623.090218192619
2020-09-017623.090218192619
2020-10-017457.371869358381
2020-11-018120.245264695335
2020-12-018073.757939628809
2021-01-019755.789561167654
2021-02-0111538.745080777595
2021-03-0110933.217082956906
2021-04-0110765.013151272726
2021-05-0110933.217082956906
2021-06-0114263.644156879525
2021-07-0115370.852039332232
2021-08-0115924.752249721816
2021-09-0115163.132727046066
2021-10-0115370.852039332232
2021-11-0115440.086679892329
2021-12-0115008.341708388034
2022-01-0115496.985749838013
2022-02-0115496.985749838013
2022-03-0118847.689947010145
2022-04-0120732.454324529393
2022-05-0118289.234117279495
2022-06-0120941.87429876552
2022-07-0120562.542035592316
2022-08-0123213.45846921956
2022-09-0122855.226726710553
2022-10-0123285.109434903123
2022-11-0123786.635413476324
2022-12-0147849.83231934891
2023-01-0143532.559596273626
2023-02-0141014.14088868437
2023-03-0138675.61527794665
2023-04-0136696.86816560908
2023-05-0136121.228724411194
2023-06-0142453.239491679065
2023-07-0144526.2771509526
2023-08-0145630.22992026127
2023-09-0153725.91947327191
2023-10-0153909.914166591
2023-11-0155565.85101585694
2023-12-0164621.62964969441
2024-01-0166837.22279594981
2024-02-0164252.36284276803
2024-03-0159451.89435272499
2024-04-0167206.4896028762
2024-05-0174961.08485302741
2024-06-0179761.55334307045
2024-07-0183594.66069100742
2024-08-0178346.56412418987
2024-09-0176847.11126022898
2024-10-0174223.06682447168
2024-11-0178721.43311165732
2024-12-0169720.68358915087
2025-01-0175373.71469202627
2025-02-0171228.1626540792
2025-03-0175750.58445825837
2025-04-0175750.58445825837
2025-05-0186302.90713154504
2025-06-0190448.45916949213
2025-07-0192639.71207254517
2025-08-0193788.1359975498
2025-09-01104123.96671319762
2025-10-01126326.87800020624
2025-11-01120201.93244447454
2025-12-01111014.52565383141
2026-01-0198884.6427917328
2026-02-0193113.16558598963
2026-03-0196960.81705648506
2026-04-01128896.32426159721
2026-05-01125048.67279110178
2026-06-01116199.07440896226
Annual Return Matrix
YearAnnual Return
20170.3060752369314541
20180.03920772671252659
2019-0.09784148947900617
2020-0.31789709099538077
20210.8589040965325301
20222.188215810185482
20230.35050900948640384
20240.07890630377317565
20250.5922753469833482
20260.046701534998198735
Total Factor Risk
0.39092345807724294
VTI.US Exposure
0.03600500314601462
VEA.US Exposure
-0.01662005006001617
VWO.US Exposure
0.05580542694752199
QQQ.US Exposure
-0.01885379375518767
VTV.US Exposure
0.0027020336151463435
IJR.US Exposure
-0.011703292372419781
QUAL.US Exposure
-0.02497370910467637
SHV.US Exposure
0.007300199481196646
TLT.US Exposure
0.016677250435237545
LQD.US Exposure
0.003573637602417175
HYG.US Exposure
0.11239440569702293
GLD.US Exposure
-0.001404822735503285
USO.US Exposure
0.0016223781154261223
VNQ.US Exposure
0.05115137587754297
BTC-USD.CC Exposure
0.0035452952845475374
CPER.US Exposure
0.03042012005207266
VIX.INDX Exposure
0.03235033168432935
UUP.US Exposure
0.11330967357573732
TIP.US Exposure
0.0009668085039990733
Idiosyncratic Exposure
0.6057317280095909
Value Score
25.4
Growth Score
51
Profit Score
53
Health Score
28.1
Yield Score
17.5
Moat Score
100

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.1%

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 →18.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.46%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$267.0M
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
4.0/ 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
1.40
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.620.05%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-1.9%
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 →
+6.1%
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 →
15.2% 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 →
-0.27
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
31
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-0.0%
50.0% retracement+5.8%
61.8% retracement+12.4%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is MS INTERNATIONAL plc a high-risk investment?

MS INTERNATIONAL plc (MSI.LSE) has an annualized volatility of 39.1% and experienced a maximum drawdown of 48.2% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, MSI.LSE has generated a Compound Annual Growth Rate (CAGR) of 29.9%. It has had a positive return in 80% 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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