ASM.TO - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 100/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±68.3% 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 approx. 3.0x as much as the broader market.

Beta (Market Relation)

3.01x

Above average

Volatility (5Y p.a.)

68.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-56.3%

5-Year Horizon

Sharpe Ratio

0.70

Return / Risk

Speculative / 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	—	—	—	+9.3%
3 Years	74.8%	-52.0%	1.67	+127.5%
5 Years	68.3%	-56.3%	0.7	+50.3%
10 Years	69.4%	-87.9%	0.15	+12.7%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

Exemplary balance sheet strength: Very solid ratio of equity to debt.

High market risk: Beta of 3.01 indicates above-average volatility compared to the broader market.

Strong cyclicality: The business model is sensitive to economic downturns.

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Elevated Short-Term Volatility: 3Y volatility (74.8%) is noticeably higher than the 5Y average (68.3%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (68.3% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -87.9% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

9 ISS Score: 9 / 10

Audit Risk

10 ISS Score: 10 / 10

Board Risk

7 ISS Score: 7 / 10

Short Ratio

5.74