GB00BMXNWH07
GB00BMXNWH07
Noble Corporation plc A
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 90/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±43.5% 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. Largely moves in line with the broader market.
Beta (Market Relation)
1.01x
Above averageVolatility (5Y p.a.)
43.5% p.a.
5-Year HorizonMax Drawdown (5Y)
-66.0%
5-Year HorizonSharpe Ratio
0.17
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.
Stable Long-Term Volatility High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +42.4% |
| 3 Years | 41.6% | -64.0% | -0.18 | -5% |
| 5 Years | 43.5% | -66.0% | 0.17 | +9.7% |
| 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.
🔴 High valuation risk: Avg P/E of 45.1 (Elevated multiple compression risk)
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (43.5% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -66.0% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
1 ISS Score: 1 / 10
Audit Risk
3 ISS Score: 3 / 10
Board Risk
2 ISS Score: 2 / 10
Short Ratio
13.08