US8168511090
US8168511090
DBA Sempra
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 65/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±23.1% p.a.) and steep historical drawdowns.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
6/7 High
6 / 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)
0.56x
DefensiveVolatility (5Y p.a.)
23.1% p.a.
5-Year HorizonMax Drawdown (5Y)
-32.7%
5-Year HorizonSharpe Ratio
0.11
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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -14.2% |
| 3 Years | 23.9% | -32.7% | 0.12 | +5.3% |
| 5 Years | 23.1% | -32.7% | 0.11 | +5.1% |
| 10 Years | 25.0% | -45.0% | 0.08 | +4.4% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Corporate Governance & ISS Scores
Overall Governance Risk
4 ISS Score: 4 / 10
Audit Risk
9 ISS Score: 9 / 10
Board Risk
6 ISS Score: 6 / 10
Short Ratio
2.80