US9581021055
US9581021055
Western Digital Corporation
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 95/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±53.3% 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 approx. 2.2x as much as the broader market.
Beta (Market Relation)
2.17x
Above averageVolatility (5Y p.a.)
53.3% p.a.
5-Year HorizonMax Drawdown (5Y)
-55.3%
5-Year HorizonSharpe Ratio
1.00
Return / RiskSpeculative / 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 | — | — | — | +224.6% |
| 3 Years | 58.7% | -49.6% | 2.09 | +125.5% |
| 5 Years | 53.3% | -55.3% | 1 | +55.9% |
| 10 Years | 50.5% | -72.6% | 0.43 | +24.3% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
High market risk: Beta of 2.17 indicates above-average volatility compared to the broader market.
Elevated Short-Term Volatility: 3Y volatility (58.7%) is noticeably higher than the 5Y average (53.3%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (53.3% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -72.6% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
4 ISS Score: 4 / 10
Audit Risk
10 ISS Score: 10 / 10
Board Risk
3 ISS Score: 3 / 10
Short Ratio
2.86