SRPT
SRPT
US8036071004
Sarepta Therapeutics, Inc.
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Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 65/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±70.4% 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 (0.4x).

Beta (Market Relation)
0.38x
Defensive
Volatility (5Y p.a.)
70.4% p.a.
5-Year Horizon
Max Drawdown (5Y)
-92.7%
5-Year Horizon
Sharpe Ratio
-0.44
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.

Volatility Expansion (3Y > 5Y) High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — -22.1%
3 Years 80.9% -92.7% -0.61 -47.2%
5 Years 70.4% -92.7% -0.44 -28.8%
10 Years 65.7% -93.3% -0.2 -10.9%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Unprofitable business model: The company is currently generating net losses.
Elevated Short-Term Volatility: 3Y volatility (80.9%) is noticeably higher than the 5Y average (70.4%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (70.4% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -93.3% 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
6 ISS Score: 6 / 10
Audit Risk
7 ISS Score: 7 / 10
Board Risk
2 ISS Score: 2 / 10
Short Ratio
8.24
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