JP3389470000
JP3389470000
JAPAN INVESTMENT ADVISER CO LTD
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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: 55/100).
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 (0.2x).
Beta (Market Relation)
0.24x
DefensiveVolatility (5Y p.a.)
46.7% p.a.
5-Year HorizonMax Drawdown (5Y)
-50.2%
5-Year HorizonSharpe Ratio
0.40
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 | — | — | — | +7.5% |
| 3 Years | 52.8% | -50.2% | 0.45 | +26.1% |
| 5 Years | 46.7% | -50.2% | 0.4 | +21.7% |
| 10 Years | 54.9% | -92.2% | 0.1 | +7.7% |
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.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Elevated Short-Term Volatility: 3Y volatility (52.8%) is noticeably higher than the 5Y average (46.7%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (46.7% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -92.2% in the extended horizon.