CL0000001256
CL0000001256
INVERSIONES AGUAS METROPOLITANA
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 75/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (Β±27.9% 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 noticeably less than the broader market (0.2x).
Beta (Market Relation)
0.2x
DefensiveVolatility (5Y p.a.)
27.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-37.5%
5-Year HorizonSharpe Ratio
0.53
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 | β | β | β | -1.3% |
| 3 Years | 19.7% | -21.4% | 0.49 | +12.1% |
| 5 Years | 27.9% | -37.5% | 0.53 | +16.7% |
| 10 Years | 28.5% | -74.2% | -0.18 | -2.6% |
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.
π΄ Low analyst coverage β higher uncertainty in growth estimates & projections
Historical Stress Test: Maximum peak-to-trough drawdown of -74.2% in the extended horizon.