US7445731067
US7445731067
Public Service Enterprise Group
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 57/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±20.6% 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 (0.5x).
Beta (Market Relation)
0.52x
DefensiveVolatility (5Y p.a.)
20.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-29.6%
5-Year HorizonSharpe Ratio
0.06
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 | — | — | — | -12.2% |
| 3 Years | 19.9% | -29.6% | 0.23 | +7.1% |
| 5 Years | 20.6% | -29.6% | 0.06 | +3.7% |
| 10 Years | 22.0% | -41.8% | 0.15 | +5.8% |
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
2 ISS Score: 2 / 10
Audit Risk
4 ISS Score: 4 / 10
Board Risk
4 ISS Score: 4 / 10
Short Ratio
3.79