STNE - Risk

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 approx. 1.5x as much as the broader market.

Beta (Market Relation)

1.54x

Above average

Volatility (5Y p.a.)

65.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-81.7%

5-Year Horizon

Sharpe Ratio

-0.33

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-36.1%
3 Years	49.1%	-57.6%	0.06	+5.4%
5 Years	65.6%	-81.7%	-0.33	-18.9%
10 Years	67.0%	-92.3%	-0.21	—

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

High market risk: Beta of 1.54 indicates above-average volatility compared to the broader market.

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (65.6% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -92.3% in the extended horizon.