MFEB.MI
MFEB.MI
NL0015001OJ9
MFE B
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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 (±172.4% 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. Largely moves in line with the broader market.

Beta (Market Relation)
1.14x
Above average
Volatility (5Y p.a.)
172.4% p.a.
5-Year Horizon
Max Drawdown (5Y)
-95.9%
5-Year Horizon
Sharpe Ratio
-0.16
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 — — — -33.7%
3 Years 218.8% -80.6% -0.01 +0.5%
5 Years 172.4% -95.9% -0.16 -25.9%
10 Years 124.6% -97.5% -0.14 -14.5%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Elevated Short-Term Volatility: 3Y volatility (218.8%) is noticeably higher than the 5Y average (172.4%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (172.4% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -97.5% in the extended horizon.
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