8964.T - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 75/100) paired with moderate price swings for a single equity (±15.0% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI Price Fluctuation & Beta

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon). Moves noticeably less than the broader market (0.1x).

Beta (Market Relation)

0.14x

Defensive

Volatility (5Y p.a.)

15.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.7%

5-Year Horizon

Sharpe Ratio

-0.60

Return / Risk

Elevated Risk / Growth: Score Basis:

Multi-Horizon Risk & Performance Matrix

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	—	—	—	-18.6%
3 Years	13.3%	-24.2%	-0.75	-7.4%
5 Years	15.0%	-33.7%	-0.6	-6.3%
10 Years	19.0%	-52.7%	-0.3	-3.2%

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.

Strong cyclicality: The business model is sensitive to economic downturns.

Historical Stress Test: Maximum peak-to-trough drawdown of -52.7% in the extended horizon.