3880.T - 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).

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.

Beta (Market Relation)

Defensive

Volatility (5Y p.a.)

27.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-64.3%

5-Year Horizon

Sharpe Ratio

-0.62

Return / Risk

Speculative / High Risk: Score Basis:

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+8%
3 Years	28.0%	-40.5%	-0.4	-8.7%
5 Years	27.4%	-64.3%	-0.62	-14.5%
10 Years	25.5%	-66.8%	-0.21	-2.8%

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

Historical Stress Test: Maximum peak-to-trough drawdown of -66.8% in the extended horizon.