CH0012005267
CH0012005267
NOVARTIS N
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Solid Quality Asset with Moderate Fluctuation
Healthy balance: Exemplary business financials (Health Score: 67/100) paired with moderate price swings for a single equity (±19.4% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
5/7 Elevated
5 / 7 SRI Price Fluctuation & Beta
Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon). Moves noticeably less than the broader market (0.5x).
Beta (Market Relation)
0.47x
DefensiveVolatility (5Y p.a.)
19.4% p.a.
5-Year HorizonMax Drawdown (5Y)
-19.2%
5-Year HorizonSharpe Ratio
0.41
Return / RiskElevated Risk / Growth: 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 | — | — | — | +11.7% |
| 3 Years | 20.4% | -19.2% | 0.38 | +10.1% |
| 5 Years | 19.4% | -19.2% | 0.41 | +10.4% |
| 10 Years | 19.0% | -27.0% | 0.21 | +6.4% |
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
1 ISS Score: 1 / 10
Audit Risk
1 ISS Score: 1 / 10
Board Risk
2 ISS Score: 2 / 10
Short Ratio
-