TH0637010Y18
TH0637010Y18
RATCH GROUP PCL
Loading chart...
Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 52/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±25.9% 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 noticeably less than the broader market (0.1x).
Beta (Market Relation)
0.14x
DefensiveVolatility (5Y p.a.)
25.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-44.4%
5-Year HorizonSharpe Ratio
-0.15
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)
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +56% |
| 3 Years | 32.4% | -33.6% | -0.04 | +1.2% |
| 5 Years | 25.9% | -44.4% | -0.15 | -1.5% |
| 10 Years | — | — | — | — |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Elevated Short-Term Volatility: 3Y volatility (32.4%) is noticeably higher than the 5Y average (25.9%).
Historical Stress Test: Maximum peak-to-trough drawdown of -44.4% in the extended horizon.