Next PLC (LSE: NXT.L) closed at 15,655.00, +0.1%, on 2026-08-26, with a return on equity of 50.3%, a net margin of 12.9% and 3-year sales growth of 11.1%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 692 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 23.98% | Sharpe | 1.39 |
| Sortino | 2.30 |
| Beta | 0.35 | Correlation | 0.22 |
| Up capture | 78.27% | Down capture | −63.79% |
Relative Value shows 0.76 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.66% | Ulcer Index | 5.64 |
| MTD | 5.46% | QTD | 7.63% |
| YTD | 14.44% | Window (ann., 3.0y) | 32.27% |
| Skewness | 1.10 | Excess Kurtosis | 6.97 |
| Omega (θ=0) | 1.29 | Tail Ratio | 1.07 |
| Gain/Pain | 0.29 | Hit Rate | 52.60% |
| Win/Loss | 1.12 | Upside Potential | 0.65 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.02% | -3.61% | -2.35% | -3.38% |
| CVaR (ES) | -2.93% | -4.31% | -2.98% | -3.89% |
| VaR (Cornish-Fisher) | — | — | -1.63% | -3.94% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.66% | 2025-11-11 | 2026-03-23 | 2026-06-24 | 89 | 39 |
| -14.14% | 2024-09-17 | 2025-01-14 | 2025-03-27 | 82 | 52 |
| -10.76% | 2025-06-02 | 2025-09-18 | 2025-10-16 | 43 | 20 |
| -8.19% | 2023-09-26 | 2023-10-26 | 2023-11-13 | 22 | 12 |
| -7.98% | 2024-05-17 | 2024-07-09 | 2024-08-01 | 35 | 17 |
| -6.85% | 2025-04-03 | 2025-04-07 | 2025-04-11 | 2 | 4 |
| -5.88% | 2024-03-26 | 2024-04-09 | 2024-05-10 | 8 | 22 |
| -5.51% | 2024-08-01 | 2024-08-05 | 2024-08-15 | 2 | 8 |
| -5.41% | 2024-01-30 | 2024-02-13 | 2024-03-21 | 10 | 27 |
| -4.65% | 2026-08-06 | 2026-08-18 | ongoing | 8 | — |
Worst depth first · lengths in trading days.
