Telecom Plus PLC

10-Year Study

TEP.LSE · Utilities · GB · Common Stock

Executive Summary: Telecom Plus PLC has compounded at 7.4% annually over the last 10 years, with a maximum drawdown of 38.8% and an annualized volatility of 61.0%.

1Y CAGR
-30.3%
3Y CAGR
+1.5%
5Y CAGR
+7.7%
10Y CAGR
+7.4%

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 →
38.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -22.9%
% 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.
2026-1.92.9-5.75.9————————0.7%
2025-2.71.13.08.76.5-4.1-1.5-2.13.5-5.2-10.9-11.9-16.4%
2024-9.80.611.46.68.4-6.37.7-0.50.2-9.17.1-2.611.5%
2023-9.0-11.97.4-4.4-15.811.21.1-4.4-6.33.61.45.2-22.9%
2022-5.3-3.55.58.61.116.416.7-13.3-11.523.116.9-10.442.4%
2021-9.1-9.77.82.4-8.9-4.1-7.30.418.12.614.712.815.6%
20200.7-11.8-6.96.69.7-1.9-3.92.4-2.6-0.49.50.3-0.6%
2019-1.50.47.3-7.15.2-5.1-3.7-12.96.0-2.312.912.99.1%
2018-3.47.8-2.2-11.5-4.38.7-6.2-0.61.617.114.14.824.3%
20173.4-0.7-0.84.45.7-12.61.5-5.0-0.412.3-0.50.96.5%
2016———1.110.81.02.20.85.57.15.7-4.233.2%

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 61.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.8% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110114.06712426272
2016-05-0111211.29698927327
2016-06-0111319.934565706937
2016-07-0111566.413726216591
2016-08-0111655.386049841618
2016-09-0112300.434979874377
2016-10-0113167.917216461801
2016-11-0113913.060634945741
2016-12-0113323.908908138077
2017-01-0113777.10215991442
2017-02-0113675.134552386979
2017-03-0113561.834990696841
2017-04-0114162.317006672467
2017-05-0114966.737567692444
2017-06-0113085.98116058458
2017-07-0113283.359626375184
2017-08-0112623.245823985084
2017-09-0112576.920675488365
2017-10-0114128.76902776795
2017-11-0114060.457623802768
2017-12-0114190.427112774258
2018-01-0113705.991899800618
2018-02-0114769.387406812326
2018-03-0114438.552953076287
2018-04-0112784.382349390822
2018-05-0112240.868128254546
2018-06-0113304.263635266256
2018-07-0112476.671342526879
2018-08-0112404.13418192565
2018-09-0112597.569940185065
2018-10-0114749.553989535509
2018-11-0116827.206013960982
2018-12-0117640.23293276335
2019-01-0117369.223404830984
2019-02-0117443.135851082872
2019-03-0118724.269379498088
2019-04-0117393.861996911433
2019-05-0118305.438289051413
2019-06-0117369.223404830984
2019-07-0116729.6389875167
2019-08-0114569.35660440974
2019-09-0115448.540423990911
2019-10-0115096.86689615844
2019-11-0117045.428548832217
2019-12-0119249.799992507524
2020-01-0119377.9612971974
2020-02-0117096.69373670606
2020-03-0115917.611065555006
2020-04-0116968.532432016185
2020-05-0118608.99513405289
2020-06-0118250.14381392019
2020-07-0117543.178724697285
2020-08-0117962.12136979117
2020-09-0117490.811310309233
2020-10-0117412.260188727152
2020-11-0119072.724472508857
2020-12-0119126.074233790234
2021-01-0117392.190342198046
2021-02-0115711.65621188723
2021-03-0116938.71237632211
2021-04-0117338.83891592193
2021-05-0115791.680853809303
2021-06-0115151.47872344854
2021-07-0114038.25158902935
2021-08-0114092.981630945593
2021-09-0116637.927747553502
2021-10-0117075.768082883442
2021-11-0119593.34834603586
2021-12-0122107.055831435933
2022-01-0120936.189909299414
2022-02-0120211.369416544218
2022-03-0121326.479660008077
2022-04-0123166.410396227126
2022-05-0123417.310117756755
2022-06-0127264.440291207582
2022-07-0131821.43264471926
2022-08-0127578.574847757045
2022-09-0124410.57438155852
2022-10-0130053.574535570533
2022-11-0135145.00355892625
2022-12-0131474.207982817254
2023-01-0128649.416211221236
2023-02-0125236.72312386312
2023-03-0127100.797948726486
2023-04-0125896.319112890807
2023-05-0121795.350502204037
2023-06-0124232.98937317111
2023-07-0124499.037216794804
2023-08-0123409.537922336323
2023-09-0121937.239688479487
2023-10-0122732.279669165546
2023-11-0123061.84040192973
2023-12-0124266.112778418337
2024-01-0121887.672795234786
2024-02-0122008.10019938312
2024-03-0124506.96758671501
2024-04-0126132.73837521489
2024-05-0128330.536419678574
2024-06-0126554.233457236696
2024-07-0128601.499327758378
2024-08-0128462.582157083933
2024-09-0128524.321826832223
2024-10-0125931.20241757236
2024-11-0127783.43080490008
2024-12-0127058.920001165498
2025-01-0126334.409197430916
2025-02-0126617.912845850627
2025-03-0127405.42538534222
2025-04-0129799.461374203405
2025-05-0131736.742687551254
2025-06-0130429.472071794575
2025-07-0129963.85129932027
2025-08-0129347.711672861842
2025-09-0130385.419641110384
2025-10-0128796.4285862946
2025-11-0125650.872249116514
2025-12-0122610.628493887387
2026-01-0122177.72986292931
2026-02-0122810.42786202189
2026-03-0121511.731969147648
2026-04-0122777.127967332803
Annual Return Matrix
YearAnnual Return
20170.06503483404235233
20180.24310796233071574
20190.09124409331096262
2020-0.006427378921622373
20210.15585956434170734
20220.42371775883703866
2023-0.22901593610660642
20240.11509083668444053
2025-0.1643927956875777
20260.007363770250368162
Total Factor Risk
0.6103646633405534
VTI.US Exposure
4.32677540452018e-7
VEA.US Exposure
-0.0002907303087835126
VWO.US Exposure
0.009300215188110455
QQQ.US Exposure
0.0028106205018452817
VTV.US Exposure
-0.000003649207295574271
IJR.US Exposure
0.002858939357518299
QUAL.US Exposure
0.00012710916272081933
SHV.US Exposure
0.8581190647837498
TLT.US Exposure
0.009153163379077848
LQD.US Exposure
-0.0001277564635709084
HYG.US Exposure
0.0006564097333516758
GLD.US Exposure
0.0001988514354438531
USO.US Exposure
0.0007586557342108026
VNQ.US Exposure
0.002784175246611256
BTC-USD.CC Exposure
0.0009990327609814408
CPER.US Exposure
0.0027934570007669157
VIX.INDX Exposure
0.0028055516330217365
UUP.US Exposure
-0.0000015979022814645348
TIP.US Exposure
0.005751760274096444
Idiosyncratic Exposure
0.10130629501288424
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
87.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.0%

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 →16.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.30%
Market Cap$1.1B
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 →
+2.2%
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 →
-13.6%
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 →
30.6% 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 →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Telecom Plus PLC a high-risk investment?

Telecom Plus PLC (TEP.LSE) has an annualized volatility of 61.0% and experienced a maximum drawdown of 38.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TEP.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.4%. 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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