ETIHADENERGY.AE

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 60/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±64.1% 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.

Beta (Market Relation)

Defensive

Volatility (5Y p.a.)

64.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-83.2%

5-Year Horizon

Sharpe Ratio

0.58

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-68.9%
3 Years	71.8%	-83.2%	-0.39	-25.4%
5 Years	64.1%	-83.2%	0.58	+39.4%
10 Years	51.5%	-85.3%	0.02	+3.4%

Automated Risk & Health Notes (Red Flags)

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

🔴 High valuation risk: Avg P/E of 149.5 (Elevated multiple compression risk)

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

Elevated Short-Term Volatility: 3Y volatility (71.8%) is noticeably higher than the 5Y average (64.1%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (64.1% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -85.3% in the extended horizon.