NAE.PA - Risk

Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 37/100).

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.

Beta (Market Relation)

Defensive

Volatility (5Y p.a.)

62.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-80.8%

5-Year Horizon

Sharpe Ratio

0.72

Return / Risk

Speculative / High Risk: Score Basis:

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	—	—	—	-13.9%
3 Years	61.7%	-80.8%	0.16	+12.1%
5 Years	62.5%	-80.8%	0.72	+47.7%
10 Years	50.8%	-88.2%	0.12	+8.7%

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

Unprofitable business model: The company is currently generating net losses.

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

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (62.5% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -88.2% in the extended horizon.