TEVA.TA - Risk

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 (0.8x).

Beta (Market Relation)

0.82x

Defensive

Volatility (5Y p.a.)

44.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-40.5%

5-Year Horizon

Sharpe Ratio

0.60

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+75.4%
3 Years	40.3%	-40.5%	1.14	+48.3%
5 Years	44.2%	-40.5%	0.6	+29.2%
10 Years	49.9%	-87.4%	-0.13	-3.8%

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 218%.

🔴 High valuation risk: Avg P/E of 62.8 (Elevated multiple compression risk)

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (44.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -87.4% 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

4 ISS Score: 4 / 10

Audit Risk

8 ISS Score: 8 / 10

Board Risk

3 ISS Score: 3 / 10

Short Ratio