JP3207000005
JP3207000005
KAKEN PHARMACEUTICAL
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Solid Quality Asset with Moderate Fluctuation
Healthy balance: Exemplary business financials (Health Score: 85/100) paired with moderate price swings for a single equity (±19.6% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
5/7 Elevated
5 / 7 SRI Price Fluctuation & Beta
Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).
Beta (Market Relation)
-
DefensiveVolatility (5Y p.a.)
19.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-30.2%
5-Year HorizonSharpe Ratio
-0.32
Return / RiskElevated Risk / Growth: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -1.1% |
| 3 Years | 20.8% | -25.8% | -0.01 | +2.2% |
| 5 Years | 19.6% | -30.2% | -0.32 | -3.8% |
| 10 Years | 22.2% | -54.1% | -0.35 | -5.4% |
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 valuation risk: Avg P/E of 65.7 (Elevated multiple compression risk)
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Historical Stress Test: Maximum peak-to-trough drawdown of -54.1% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
7 ISS Score: 7 / 10
Audit Risk
1 ISS Score: 1 / 10
Board Risk
8 ISS Score: 8 / 10
Short Ratio
-