US4824801009
US4824801009
KLA Corporation
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 90/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±46.6% 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 approx. 1.4x as much as the broader market.
Beta (Market Relation)
1.45x
Above averageVolatility (5Y p.a.)
46.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-44.5%
5-Year HorizonSharpe Ratio
0.88
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 | — | — | — | +85.1% |
| 3 Years | 49.0% | -44.5% | 1.2 | +61.5% |
| 5 Years | 46.6% | -44.5% | 0.88 | +43.3% |
| 10 Years | 43.5% | -44.5% | 0.84 | +38.9% |
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.
🔴 High valuation risk: Avg P/E of 53.4 (Elevated multiple compression risk)
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (46.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -44.5% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
5 ISS Score: 5 / 10
Audit Risk
3 ISS Score: 3 / 10
Board Risk
2 ISS Score: 2 / 10
Short Ratio
2.55