US2441991054
US2441991054
Deere & 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. Largely moves in line with the broader market.
Beta (Market Relation)
0.87x
DefensiveVolatility (5Y p.a.)
29.8% p.a.
5-Year HorizonMax Drawdown (5Y)
-34.0%
5-Year HorizonSharpe Ratio
0.38
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.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +41.6% |
| 3 Years | 28.2% | -20.1% | 0.6 | +19.4% |
| 5 Years | 29.8% | -34.0% | 0.38 | +13.7% |
| 10 Years | 30.5% | -38.2% | 0.65 | +22.3% |
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 230%.
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (29.8% p.a.).
Corporate Governance & ISS Scores
Overall Governance Risk
6 ISS Score: 6 / 10
Audit Risk
7 ISS Score: 7 / 10
Board Risk
5 ISS Score: 5 / 10
Short Ratio
3.90