US6153691059
US6153691059
Moody's Corporation
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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: 70/100).
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 approx. 1.3x as much as the broader market.
Beta (Market Relation)
1.35x
Above averageVolatility (5Y p.a.)
26.8% p.a.
5-Year HorizonMax Drawdown (5Y)
-42.1%
5-Year HorizonSharpe Ratio
0.09
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 | — | — | — | -6.4% |
| 3 Years | 25.2% | -24.8% | 0.42 | +12.9% |
| 5 Years | 26.8% | -42.1% | 0.09 | +4.8% |
| 10 Years | 27.9% | -42.1% | 0.46 | +15.4% |
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 241%.
Historical Stress Test: Maximum peak-to-trough drawdown of -42.1% 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
3 ISS Score: 3 / 10
Short Ratio
4.19