IL0025902482
IL0025902482
OIL REFINERIES LTD
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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 (±39.6% 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 (-0.1x).
Beta (Market Relation)
-0.06x
DefensiveVolatility (5Y p.a.)
39.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-45.9%
5-Year HorizonSharpe Ratio
0.44
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.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +121.7% |
| 3 Years | 39.1% | -45.1% | 0.46 | +20.4% |
| 5 Years | 39.6% | -45.9% | 0.44 | +20.7% |
| 10 Years | 41.7% | -70.1% | 0.03 | +3.8% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (39.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -70.1% in the extended horizon.