SPALI-R.BK - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 80/100) paired with moderate price swings for a single equity (±18.2% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI Price Fluctuation & Beta

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon). Moves noticeably less than the broader market (0.4x).

Beta (Market Relation)

0.43x

Defensive

Volatility (5Y p.a.)

18.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-42.6%

5-Year Horizon

Sharpe Ratio

-0.39

Return / Risk

Elevated Risk / Growth: Score Basis:

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-11.7%
3 Years	19.1%	-32.4%	-0.61	-9.1%
5 Years	18.2%	-42.6%	-0.39	-4.6%
10 Years	21.3%	-50.8%	-0.35	—

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

Exemplary balance sheet strength: Very solid ratio of equity to debt.

Strong cyclicality: The business model is sensitive to economic downturns.

Historical Stress Test: Maximum peak-to-trough drawdown of -50.8% in the extended horizon.