US1101221083
US1101221083
Bristol-Myers Squibb Company
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Elevated Business & Solvency Risk
Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 65/100).
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
7/7 Very High
7 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves noticeably less than the broader market (0.2x).
Beta (Market Relation)
0.18x
DefensiveVolatility (5Y p.a.)
24.8% p.a.
5-Year HorizonMax Drawdown (5Y)
-51.1%
5-Year HorizonSharpe Ratio
-0.07
Return / RiskSpeculative / High Risk: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
Volatility Expansion (3Y > 5Y)
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +33.8% |
| 3 Years | 28.0% | -32.5% | -0.03 | +1.7% |
| 5 Years | 24.8% | -51.1% | -0.07 | +0.8% |
| 10 Years | 24.9% | -51.1% | -0.03 | +1.8% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Critical leverage: Debt-to-Equity is at 202%.
Historical Stress Test: Maximum peak-to-trough drawdown of -51.1% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
4 ISS Score: 4 / 10
Audit Risk
4 ISS Score: 4 / 10
Board Risk
8 ISS Score: 8 / 10
Short Ratio
5.36