GB0007973794
GB0007973794
SERCO GROUP PLC ORD 2P
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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 (±23.2% 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.)
23.2% p.a.
5-Year HorizonMax Drawdown (5Y)
-32.6%
5-Year HorizonSharpe Ratio
0.52
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 | — | — | — | +5.4% |
| 3 Years | 21.9% | -32.6% | 0.83 | +20.8% |
| 5 Years | 23.2% | -32.6% | 0.52 | +14.7% |
| 10 Years | 28.8% | -44.3% | 0.15 | +6.8% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Strong cyclicality: The business model is sensitive to economic downturns.
Corporate Governance & ISS Scores
Overall Governance Risk
1 ISS Score: 1 / 10
Audit Risk
9 ISS Score: 9 / 10
Board Risk
1 ISS Score: 1 / 10
Short Ratio
-