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Lumen Technologies, Inc. (LUMN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US1567001060

CUSIP

156700106

Sector

Communication Services

IPO Date

Dec 15, 1972

Highlights

Market Cap

$6.08B

EPS (TTM)

-$2.17

PEG Ratio

54.58

Total Revenue (TTM)

$13.30B

Gross Profit (TTM)

$4.32B

EBITDA (TTM)

$2.00B

Year Range

$0.97 - $10.33

Target Price

$5.24

Short %

9.61%

Short Ratio

3.96

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.


Popular comparisons:
LUMN vs. KMI LUMN vs. FAT LUMN vs. NOK LUMN vs. ^GSPC LUMN vs. T LUMN vs. VOO LUMN vs. SCHD LUMN vs. SPY LUMN vs. VTSAX LUMN vs. GE
Popular comparisons:
LUMN vs. KMI LUMN vs. FAT LUMN vs. NOK LUMN vs. ^GSPC LUMN vs. T LUMN vs. VOO LUMN vs. SCHD LUMN vs. SPY LUMN vs. VTSAX LUMN vs. GE

Performance

Performance Chart

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,904.74%
3,418.12%
LUMN (Lumen Technologies, Inc.)
Benchmark (^GSPC)

Returns By Period

Lumen Technologies, Inc. had a return of 223.50% year-to-date (YTD) and 240.23% in the last 12 months. Over the past 10 years, Lumen Technologies, Inc. had an annualized return of -11.55%, while the S&P 500 had an annualized return of 11.06%, indicating that Lumen Technologies, Inc. did not perform as well as the benchmark.


LUMN

YTD

223.50%

1M

-21.59%

6M

453.27%

1Y

240.23%

5Y*

-10.77%

10Y*

-11.55%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of LUMN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-33.33%32.79%-3.70%-23.72%8.40%-14.73%186.36%66.67%35.24%-10.00%14.87%223.50%
20230.57%-35.24%-22.06%-10.57%-16.46%14.14%-20.80%-11.17%-10.69%2.82%-10.27%39.69%-64.94%
2022-1.51%-16.18%11.42%-10.74%24.19%-10.87%-0.18%-6.36%-26.91%1.10%-25.68%-4.57%-55.48%
202126.97%-0.73%10.69%-3.90%9.80%-1.81%-8.24%0.71%0.73%-4.28%5.96%1.70%38.82%
20203.41%-11.64%-20.03%12.26%-5.11%2.03%-3.79%13.91%-6.14%-14.57%24.11%-6.70%-19.18%
20191.12%-13.90%-7.21%-4.75%-6.30%12.54%2.81%-3.79%9.67%3.69%13.94%-8.83%-5.22%
20186.77%-0.79%-4.04%13.09%-1.94%5.43%0.70%16.62%-0.75%-2.64%-6.15%-19.41%2.00%
20178.75%-6.19%-0.63%8.91%-2.81%-2.17%-2.55%-12.95%-4.16%0.48%-20.16%14.32%-21.73%
20161.03%20.34%6.32%-3.16%-10.60%6.97%8.38%-9.87%-1.33%-3.10%-9.58%1.11%2.21%
2015-6.09%1.86%-7.42%4.08%-6.07%-11.61%-2.65%-5.45%-5.20%12.30%-2.69%-6.57%-31.84%
2014-9.39%8.32%6.87%6.30%7.91%-2.52%8.40%5.85%-0.24%1.44%-0.40%-2.92%31.67%
20133.40%-14.29%2.89%6.95%-7.73%3.51%1.41%-7.61%-3.67%7.90%-7.77%3.75%-13.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, LUMN is among the top 6% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LUMN is 9494
Overall Rank
The Sharpe Ratio Rank of LUMN is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of LUMN is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LUMN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of LUMN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of LUMN is 9292
Martin 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 Lumen Technologies, Inc. (LUMN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LUMN, currently valued at 1.95, compared to the broader market-4.00-2.000.002.001.952.10
The chart of Sortino ratio for LUMN, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.003.682.80
The chart of Omega ratio for LUMN, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.39
The chart of Calmar ratio for LUMN, currently valued at 2.70, compared to the broader market0.002.004.006.002.703.09
The chart of Martin ratio for LUMN, currently valued at 10.41, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.4113.49
LUMN
^GSPC

The current Lumen Technologies, Inc. Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lumen Technologies, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.95
2.10
LUMN (Lumen Technologies, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Lumen Technologies, Inc. provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.75$1.00$1.00$1.00$2.16$2.16$2.16$2.16$2.16$2.16

Dividend yield

0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%

Monthly Dividends

The table displays the monthly dividend distributions for Lumen Technologies, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.75
2021$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$1.00
2020$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$1.00
2019$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$1.00
2018$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.54$0.00$0.00$0.54$0.00$2.16
2017$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.54$0.00$0.00$0.54$0.00$2.16
2016$0.00$0.00$0.54$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.54$0.00$2.16
2015$0.00$0.00$0.54$0.00$0.54$0.00$0.00$0.00$0.54$0.00$0.54$0.00$2.16
2014$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.54$0.00$0.00$0.54$0.00$2.16
2013$0.54$0.00$0.54$0.00$0.00$0.00$0.54$0.00$0.54$0.00$2.16

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.36%
-2.62%
LUMN (Lumen Technologies, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lumen Technologies, Inc.. 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 Lumen Technologies, Inc. was 95.26%, occurring on Nov 1, 2023. The portfolio has not yet recovered.

The current Lumen Technologies, Inc. drawdown is 71.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.26%Nov 4, 20142264Nov 1, 2023
-54.06%Jul 9, 2007349Nov 20, 2008465Sep 28, 2010814
-53.76%Mar 22, 1999839Jul 23, 20021194Apr 20, 20072033
-39.37%Aug 17, 198752Oct 28, 1987112Apr 8, 1988164
-38.08%Jan 2, 1990164Aug 23, 1990373Feb 13, 1992537

Volatility

Volatility Chart

The current Lumen Technologies, Inc. volatility is 17.18%, 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.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
17.18%
3.79%
LUMN (Lumen Technologies, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Lumen Technologies, Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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