Grace's Guide is the leading source of historical information on industry and manufacturing in Britain. This web publication contains 148,487 pages of information and 233,925 images on early companies, their products and the people who designed and built them.
Challenge Motor Co of Coventry
1912 Spennell's list them of Foleshill Rd (Tel 270), Coventry and manufacturers of motorcycles.  but maybe this was Challenge Cycle and Motor Co which was in the business at that address at the time.
Maker of cars from 1912.
1919-1925 Challenge cars
1919 Challenge Cyclecar available from an address in Hendon