Zegona Communications Plc

10-Year Study

ZEG.LSE · Communication Services · GB · Common Stock

Executive Summary: Zegona Communications Plc has compounded at 38.5% annually over the last 10 years, with a maximum drawdown of 79.4% and an annualized volatility of 198.2%.

1Y CAGR
+185.2%
3Y CAGR
+244.0%
5Y CAGR
+66.9%
10Y CAGR
+38.5%

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 →
79.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
137.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +234.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -13.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.97.0-2.79.9————————29.2%
202512.420.216.82.42.11.726.531.85.10.018.7-4.3234.2%
2024-1.113.19.21.810.43.931.82.32.2-8.84.820.1125.9%
2023-3.8-5.9-5.2-24.5-4.9-3.1-21.1-8.0-9.60.0417.614.6132.7%
2022-4.4-2.3-3.55.21.4-4.50.0-1.8-7.3-2.06.00.0-13.1%
2021-2.8-6.840.80.08.22.1-2.03.80.3-29.4-4.2-10.7-13.2%
20200.9-5.0-21.57.32.826.01.8-3.4-0.90.0-0.9-4.1-3.2%
2019-8.0-1.4-2.828.4-1.00.5-1.00.5-7.2-2.62.113.517.6%
2018-8.3-7.8-9.46.811.9-0.8-4.5-0.9-0.9-0.911.5-3.4-9.0%
2017-2.1-0.617.75.513.21.5-0.910.1-5.3-14.20.4-2.820.2%
2016——————5.1-7.69.04.59.1-4.315.5%

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 198.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.9% of variance. Idiosyncratic stock-specific factors contribute 8.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0110514.025710844493
2016-08-019719.622339539368
2016-09-0110594.553037151542
2016-10-0111071.790445965988
2016-11-0112073.978079961984
2016-12-0111549.014199137511
2017-01-0111310.40915037321
2017-02-0111242.117280123666
2017-03-0113237.479823787584
2017-04-0113967.483183075745
2017-05-0115816.839592624863
2017-06-0116060.16949383994
2017-07-0115914.17701536806
2017-08-0117520.18986805918
2017-09-0116595.51166328462
2017-10-0114236.635905055045
2017-11-0114286.58824686125
2017-12-0113886.969512411615
2018-01-0112738.038339583067
2018-02-0111738.977847816052
2018-03-0110639.37085721933
2018-04-0111365.960305777156
2018-05-0112715.342661047824
2018-06-0112611.54611920284
2018-07-0112040.644655591032
2018-08-0111936.848113746044
2018-09-0111833.051571901056
2018-10-0111729.255030056072
2018-11-0113078.63738532674
2018-12-0112632.766988302577
2019-01-0111624.27044727693
2019-02-0111466.30196996305
2019-03-0111140.246183930587
2019-04-0114304.53912790573
2019-05-0114168.304628140626
2019-06-0114236.422398944615
2019-07-0114100.188941022388
2019-08-0114171.680199053188
2019-09-0113149.683389718159
2019-10-0112809.0184811684
2019-11-0113081.548949428183
2019-12-0114853.01105799558
2020-01-0114989.277854889784
2020-02-0114242.449459972133
2020-03-0111175.893311286334
2020-04-0111993.642034339695
2020-05-0112334.370495304785
2020-06-0115537.218445113767
2020-07-0115813.299513888986
2020-08-0115268.014581151454
2020-09-0115131.692566584916
2020-10-0115131.692566584916
2020-11-0114995.370552018376
2020-12-0114381.92409107614
2021-01-0113972.9590892194
2021-02-0113021.503377213856
2021-03-0118339.18505192729
2021-04-0118339.18505192729
2021-05-0119839.044974235854
2021-06-0120248.095407208286
2021-07-0119842.518478378595
2021-08-0120592.578669892162
2021-09-0120660.76520232585
2021-10-0114592.091928569274
2021-11-0113978.40584376596
2021-12-0112478.284418895957
2022-01-0111932.785908369207
2022-02-0111660.036653105832
2022-03-0111250.912249289331
2022-04-0111830.5050678758
2022-05-0112000.97348264577
2022-06-0111455.473930276143
2022-07-0111455.473930276143
2022-08-0111250.912249289331
2022-09-0110432.664483499204
2022-10-0110228.101760669517
2022-11-0110841.78784547283
2022-12-0110841.78784547283
2023-01-0110432.664483499204
2023-02-019818.977356853016
2023-03-019307.573154385984
2023-04-017023.296709021261
2023-05-016682.359879481323
2023-06-016477.797677573073
2023-07-015114.050880334758
2023-08-014704.926997439695
2023-09-014254.890465794407
2023-10-014254.890465794407
2023-11-0122024.512520485598
2023-12-0125229.319134898164
2024-01-0124956.568837791914
2024-02-0128229.56198463817
2024-03-0130820.68147240455
2024-04-0131366.179982931302
2024-05-0134639.17104609181
2024-06-0136002.91836425156
2024-07-0147458.39333637058
2024-08-0148549.39035742408
2024-09-0149640.387378477586
2024-10-0145276.39929426357
2024-11-0147458.39333637058
2024-12-0157004.620396117345
2025-01-0164096.10728402235
2025-02-0177051.698471797
2025-03-0190007.29799431465
2025-04-0192189.29203642166
2025-05-0194098.5399487939
2025-06-0195735.0333966884
2025-07-01121100.72351276819
2025-08-01159558.38621623302
2025-09-01167740.87012519155
2025-10-01167740.87012519155
2025-11-01199107.05844286582
2025-12-01190496.2187524751
2026-01-01215076.37601085898
2026-02-01230097.5832243158
2026-03-01223952.54390971983
2026-04-01246074.68544226533
Annual Return Matrix
YearAnnual Return
20170.20243765164378313
2018-0.09031506283556556
20190.17575279206438754
2020-0.031716597064394336
2021-0.13236335139339073
2022-0.13114756151454354
20231.3270441641627482
20241.2594593255299689
20252.341768043164621
20260.29175627240143376
Total Factor Risk
1.9823164788421368
VTI.US Exposure
0.11560451235460631
VEA.US Exposure
0.007042415184044139
VWO.US Exposure
-0.003192712489450867
QQQ.US Exposure
0.011848601580777872
VTV.US Exposure
0.000688198423426447
IJR.US Exposure
0.0015981325762526712
QUAL.US Exposure
0.0029371330190966576
SHV.US Exposure
0.6490324706424339
TLT.US Exposure
-0.007230846163339363
LQD.US Exposure
0.10793054800219501
HYG.US Exposure
0.01193056954907341
GLD.US Exposure
-0.001419717159601294
USO.US Exposure
0.0008712016085387376
VNQ.US Exposure
0.010285625831235688
BTC-USD.CC Exposure
-0.00006292389789709368
CPER.US Exposure
0.0036697175330412967
VIX.INDX Exposure
-0.0012200961184477383
UUP.US Exposure
0.0012762717438679634
TIP.US Exposure
-0.0007721639499638348
Idiosyncratic Exposure
0.08918306173011016
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
198.2%

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 →172.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$3.9B
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 →
+4.9%
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 →
+34.4%
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 →
2.6% 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 →
3.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Zegona Communications Plc a high-risk investment?

Zegona Communications Plc (ZEG.LSE) has an annualized volatility of 198.2% and experienced a maximum drawdown of 79.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ZEG.LSE has generated a Compound Annual Growth Rate (CAGR) of 38.5%. It has had a positive return in 60% 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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