US2810201077
US2810201077
Edison International
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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: 50/100).
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 noticeably less than the broader market (0.6x).
Beta (Market Relation)
0.61x
DefensiveVolatility (5Y p.a.)
28.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-45.3%
5-Year HorizonSharpe Ratio
-0.12
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 | — | — | — | +1.6% |
| 3 Years | 31.2% | -45.3% | -0.23 | -4.6% |
| 5 Years | 28.6% | -45.3% | -0.12 | -1% |
| 10 Years | 29.6% | -46.2% | -0.17 | -2.5% |
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 228%.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -46.2% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
1 ISS Score: 1 / 10
Audit Risk
5 ISS Score: 5 / 10
Board Risk
1 ISS Score: 1 / 10
Short Ratio
2.29