TW0004979000
TW0004979000
LUXNET 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 (±67.3% 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. 2.3x as much as the broader market.
Beta (Market Relation)
2.28x
Above averageVolatility (5Y p.a.)
67.3% p.a.
5-Year HorizonMax Drawdown (5Y)
-58.5%
5-Year HorizonSharpe Ratio
1.48
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 | — | — | — | +165.9% |
| 3 Years | 69.5% | -55.5% | 0.83 | +60.3% |
| 5 Years | 67.3% | -58.5% | 1.48 | +102.4% |
| 10 Years | 59.4% | -75.9% | 0.53 | +34.2% |
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 market risk: Beta of 2.28 indicates above-average volatility compared to the broader market.
🔴 High valuation risk: Avg P/E of 93.5 (Elevated multiple compression risk)
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (67.3% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -75.9% in the extended horizon.