US1462291097
US1462291097
Carter's, Inc.
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 72/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±41.6% 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. Moves noticeably less than the broader market (0.8x).
Beta (Market Relation)
0.84x
DefensiveVolatility (5Y p.a.)
41.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-78.4%
5-Year HorizonSharpe Ratio
-0.52
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.
Volatility Expansion (3Y > 5Y) High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +7.7% |
| 3 Years | 45.8% | -73.1% | -0.51 | -21% |
| 5 Years | 41.6% | -78.4% | -0.52 | -19.1% |
| 10 Years | 38.3% | -80.7% | -0.31 | -9.5% |
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.
Elevated Short-Term Volatility: 3Y volatility (45.8%) is noticeably higher than the 5Y average (41.6%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (41.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -80.7% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
2 ISS Score: 2 / 10
Audit Risk
2 ISS Score: 2 / 10
Board Risk
3 ISS Score: 3 / 10
Short Ratio
3.94