JBSS32.SA - 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.)

56.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-58.7%

5-Year Horizon

Sharpe Ratio

0.15

Return / Risk

Speculative / High Risk: Score Basis:

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	—	—	—	-5%
3 Years	67.9%	-39.2%	0.71	+50.6%
5 Years	56.8%	-58.7%	0.15	+11.4%
10 Years	53.3%	-58.7%	0.29	+17.7%

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

Critical leverage: Debt-to-Equity is at 283%.

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Elevated Short-Term Volatility: 3Y volatility (67.9%) is noticeably higher than the 5Y average (56.8%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (56.8% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -58.7% in the extended horizon.