BMO.TO - 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 (±18.9% 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). Largely moves in line with the broader market.

Beta (Market Relation)

1.12x

Above average

Volatility (5Y p.a.)

18.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.0%

5-Year Horizon

Sharpe Ratio

0.52

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	—	—	—	+30.8%
3 Years	19.1%	-17.4%	1.32	+27.8%
5 Years	18.9%	-33.0%	0.52	+12.2%
10 Years	21.4%	-48.1%	0.38	+10.7%

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.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

5 ISS Score: 5 / 10

Audit Risk

1 ISS Score: 1 / 10

Board Risk

3 ISS Score: 3 / 10

Short Ratio

4.83