NRG - 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: 40/100).

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)

1.16x

Above average

Volatility (5Y p.a.)

41.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-48.3%

5-Year Horizon

Sharpe Ratio

0.44

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-36.5%
3 Years	46.6%	-48.3%	0.78	+38.9%
5 Years	41.7%	-48.3%	0.44	+20.8%
10 Years	39.6%	-49.3%	0.57	+25%

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 483%.

Elevated Short-Term Volatility: 3Y volatility (46.6%) is noticeably higher than the 5Y average (41.7%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (41.7% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -49.3% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

2 ISS Score: 2 / 10

Audit Risk

4 ISS Score: 4 / 10

Board Risk

2 ISS Score: 2 / 10

Short Ratio

2.16