FOXA
FOXA
US35137L1052
Fox Corporation
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Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 80/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±28.7% p.a.) and steep historical drawdowns.

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 (0.6x).

Beta (Market Relation)
0.61x
Defensive
Volatility (5Y p.a.)
28.7% p.a.
5-Year Horizon
Max Drawdown (5Y)
-36.0%
5-Year Horizon
Sharpe Ratio
0.21
Return / Risk
Speculative / High Risk: Score Basis:

Multi-Horizon Risk & Performance Matrix

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

Stable Long-Term Volatility High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +5.7%
3 Years 28.8% -35.9% 0.85 +27.1%
5 Years 28.7% -36.0% 0.21 +8.5%
10 Years — — — —

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.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.7% p.a.).

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)
Overall Governance Risk
10 ISS Score: 10 / 10
Audit Risk
3 ISS Score: 3 / 10
Board Risk
10 ISS Score: 10 / 10
Short Ratio
8.97
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