PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CML Microsystems plc (CML.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB0001602944
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap£57.16M
EPS£0.28
PE Ratio12.68
Revenue (TTM)£21.17M
Gross Profit (TTM)£11.29M
EBITDA (TTM)£3.31M
Year Range£290.00 - £521.63
Target Price£516.67

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CML Microsystems plc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in CML Microsystems plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
4.21%
18.87%
CML.L (CML Microsystems plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

CML Microsystems plc had a return of -2.41% year-to-date (YTD) and -28.91% in the last 12 months. Over the past 10 years, CML Microsystems plc had an annualized return of -0.05%, while the S&P 500 had an annualized return of 10.46%, indicating that CML Microsystems plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.41%5.84%
1 month13.35%-2.98%
6 months4.21%22.02%
1 year-28.91%24.47%
5 years (annualized)12.66%11.44%
10 years (annualized)-0.05%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202414.17%-5.15%-23.46%
2023-0.00%-18.39%11.27%-4.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CML.L is 8, indicating that it is in the bottom 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CML.L is 88
CML Microsystems plc(CML.L)
The Sharpe Ratio Rank of CML.L is 55Sharpe Ratio Rank
The Sortino Ratio Rank of CML.L is 99Sortino Ratio Rank
The Omega Ratio Rank of CML.L is 55Omega Ratio Rank
The Calmar Ratio Rank of CML.L is 1515Calmar Ratio Rank
The Martin Ratio Rank of CML.L is 77Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for CML Microsystems plc (CML.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CML.L
Sharpe ratio
The chart of Sharpe ratio for CML.L, currently valued at -1.00, compared to the broader market-2.00-1.000.001.002.003.004.00-1.00
Sortino ratio
The chart of Sortino ratio for CML.L, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.006.00-1.36
Omega ratio
The chart of Omega ratio for CML.L, currently valued at 0.77, compared to the broader market0.501.001.500.77
Calmar ratio
The chart of Calmar ratio for CML.L, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60
Martin ratio
The chart of Martin ratio for CML.L, currently valued at -1.47, compared to the broader market0.0010.0020.0030.00-1.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current CML Microsystems plc Sharpe ratio is -1.00. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-1.00
1.85
CML.L (CML Microsystems plc)
Benchmark (^GSPC)

Dividends

Dividend History

CML Microsystems plc granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £0.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.11£0.11£0.10£1.04£0.04£0.08£0.08£0.09£0.07£0.07£0.06£0.06

Dividend yield

0.03%0.03%0.02%0.26%0.01%0.02%0.02%0.02%0.02%0.02%0.01%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for CML Microsystems plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.05
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.05
2021£0.00£0.00£0.50£0.00£0.00£0.00£0.50£0.00£0.00£0.00£0.00£0.04
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.02
2019£0.00£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.02£0.00
2018£0.00£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.02£0.00
2017£0.00£0.00£0.00£0.00£0.00£0.00£0.07£0.00£0.00£0.00£0.02£0.00
2016£0.00£0.00£0.00£0.00£0.00£0.07£0.00£0.00£0.00£0.00£0.00£0.00
2015£0.00£0.00£0.00£0.00£0.00£0.00£0.07£0.00£0.00£0.00£0.00£0.00
2014£0.00£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00
2013£0.06£0.00£0.00£0.00£0.00£0.00£0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
CML Microsystems plc has a dividend yield of 0.03%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%39.8%
CML Microsystems plc has a payout ratio of 39.77%, which is quite average when compared to the overall market. This suggests that CML Microsystems plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-36.17%
-2.71%
CML.L (CML Microsystems plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CML Microsystems plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CML Microsystems plc was 96.50%, occurring on Nov 25, 2009. Recovery took 2770 trading sessions.

The current CML Microsystems plc drawdown is 36.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.5%Nov 20, 20001520Nov 25, 20092770Sep 14, 20214290
-69.05%Jul 23, 19871953Feb 8, 199910Dec 8, 19991963
-47.98%Feb 28, 2023278Apr 5, 2024
-28.46%Mar 30, 20003Apr 26, 200023Jun 1, 200026
-27.78%Jul 4, 198614Oct 30, 198634Mar 5, 198748

Volatility

Volatility Chart

The current CML Microsystems plc volatility is 18.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.20%
4.45%
CML.L (CML Microsystems plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of CML Microsystems plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items