9997.T - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 67/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±23.8% p.a.) and steep historical drawdowns.

Volatility Risk

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

Volatility Risk Score

6/7 High

6 / 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 (0.3x).

Beta (Market Relation)

0.34x

Defensive

Volatility (5Y p.a.)

23.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.1%

5-Year Horizon

Sharpe Ratio

0.05

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	—	—	—	+1.4%
3 Years	25.0%	-23.0%	0.48	+14.6%
5 Years	23.8%	-30.1%	0.05	+4.3%
10 Years	32.0%	-73.7%	0.06	+4.4%

Automated Risk & Health Notes (Red Flags)

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.

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (23.8% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -73.7% in the extended horizon.