| Holding | Score | Default Prob. | Status |
|---|---|---|---|
| Catnat Construction |
0.18 | 62% | 🔴 Critical |
| Tribut Industry |
0.38 | 34% | 🟠 Watch |
| FinTech Pro FinTech |
0.45 | 22% | 🟠 Watch |
| SaaSScale Software |
0.78 | 6% | 🟢 OK |
| AutoDrive Mobility |
0.85 | 4% | 🟢 OK |
-71% over 36 months • Momentum -0.07
-49% over 24 months • Momentum -0.05
-38% over 18 months • Momentum -0.04
+12% over 12 months • Momentum +0.03
+8% over 12 months • Momentum +0.02
Score dropped below the critical threshold of 0.20. Default probability: 62%. Covenant breach detected at M-2.
Score of 0.38, steadily declining over the past 24 months. DSO deteriorating, operating margin below 5%.
2/5 holdings (Construction, Industry) in red/orange zones. Concentrated exposure of 38% of the portfolio.