US00090Q1031
US00090Q1031
ADT 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: 50/100).
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)
1.06x
Above averageVolatility (5Y p.a.)
37.2% p.a.
5-Year HorizonMax Drawdown (5Y)
-49.2%
5-Year HorizonSharpe Ratio
-0.20
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 | — | — | — | -24.9% |
| 3 Years | 33.9% | -31.3% | -0.07 | 0% |
| 5 Years | 37.2% | -49.2% | -0.2 | -4.9% |
| 10 Years | 47.6% | -71.1% | -0.2 | — |
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 224%.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (37.2% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -71.1% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
6 ISS Score: 6 / 10
Audit Risk
4 ISS Score: 4 / 10
Board Risk
7 ISS Score: 7 / 10
Short Ratio
3.79