JSW.WA - 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: 27/100).

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.)

54.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-74.4%

5-Year Horizon

Sharpe Ratio

-0.24

Return / Risk

Speculative / High Risk: Score Basis:

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	—	—	—	+25.9%
3 Years	45.8%	-60.3%	-0.25	-9.2%
5 Years	54.2%	-74.4%	-0.24	-10.5%
10 Years	55.7%	-91.6%	-0.14	-5.5%

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

Unprofitable business model: The company is currently generating net losses.

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

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

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (54.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -91.6% in the extended horizon.