CA62910L1022
CA62910L1022
NFI GROUP INC
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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: 60/100).
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 (0.4x).
Beta (Market Relation)
0.41x
DefensiveVolatility (5Y p.a.)
45.1% p.a.
5-Year HorizonMax Drawdown (5Y)
-73.3%
5-Year HorizonSharpe Ratio
-0.02
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 | — | — | — | +66.2% |
| 3 Years | 39.4% | -48.4% | 0.59 | +25.7% |
| 5 Years | 45.1% | -73.3% | -0.02 | +1.8% |
| 10 Years | 45.8% | -88.3% | -0.15 | -4.3% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (45.1% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -88.3% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
3 ISS Score: 3 / 10
Audit Risk
2 ISS Score: 2 / 10
Board Risk
4 ISS Score: 4 / 10
Short Ratio
6.44