JP3356000004
JP3356000004
SHIBUYA CORPORATION
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 90/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±30.5% 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 (0.5x).
Beta (Market Relation)
0.53x
DefensiveVolatility (5Y p.a.)
30.5% p.a.
5-Year HorizonMax Drawdown (5Y)
-32.2%
5-Year HorizonSharpe Ratio
0.39
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 | — | — | — | +70% |
| 3 Years | 34.1% | -32.2% | 0.9 | +33.1% |
| 5 Years | 30.5% | -32.2% | 0.39 | +14.7% |
| 10 Years | 33.1% | -57.7% | 0.25 | +10.9% |
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.
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 (30.5% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -57.7% in the extended horizon.