SBB-D.ST - Risk

Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 55/100).

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. 2.5x as much as the broader market.

Beta (Market Relation)

2.51x

Above average

Volatility (5Y p.a.)

71.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-90.8%

5-Year Horizon

Sharpe Ratio

-0.39

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-18.4%
3 Years	70.8%	-58.8%	0.26	+21.1%
5 Years	71.7%	-90.8%	-0.39	-25.8%
10 Years	59.9%	-91.8%	-0.32	—

Automated Risk & Health Notes (Red Flags)

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

High market risk: Beta of 2.51 indicates above-average volatility compared to the broader market.

🔴 High valuation risk: Avg P/E of 99.9 (Elevated multiple compression risk)

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (71.7% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -91.8% in the extended horizon.