NKTR - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 60/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±122.8% 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. 1.3x as much as the broader market.

Beta (Market Relation)

1.27x

Above average

Volatility (5Y p.a.)

122.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-97.6%

5-Year Horizon

Sharpe Ratio

-0.27

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	—	—	—	-27.9%
3 Years	129.1%	-73.2%	0.56	+74.7%
5 Years	122.8%	-97.6%	-0.27	-30.7%
10 Years	97.7%	-99.6%	-0.2	-16.8%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

Unprofitable business model: The company is currently generating net losses.

Elevated Short-Term Volatility: 3Y volatility (129.1%) is noticeably higher than the 5Y average (122.8%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (122.8% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -99.6% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

4 ISS Score: 4 / 10

Audit Risk

7 ISS Score: 7 / 10

Board Risk

7 ISS Score: 7 / 10

Short Ratio

8.82