TUB.BR - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 65/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±29.4% 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. Moves noticeably less than the broader market (0.4x).

Beta (Market Relation)

0.4x

Defensive

Volatility (5Y p.a.)

29.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.3%

5-Year Horizon

Sharpe Ratio

0.39

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	—	—	—	-27%
3 Years	33.2%	-32.8%	0.99	+35.3%
5 Years	29.4%	-39.3%	0.39	+14.1%
10 Years	26.8%	-39.3%	0.3	+10.7%

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 76.9 (Elevated multiple compression risk)

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (29.4% p.a.).