SBS
SBS
US20441A1025
Companhia de saneamento Basico
Loading chart...
Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 52/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±37.1% 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)
0.08x
Defensive
Volatility (5Y p.a.)
37.1% p.a.
5-Year Horizon
Max Drawdown (5Y)
-37.0%
5-Year Horizon
Sharpe Ratio
0.93
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 — — — +42.3%
3 Years 32.7% -37.0% 1.16 +40.5%
5 Years 37.1% -37.0% 0.93 +36.9%
10 Years 43.8% -61.9% 0.24 +13.1%

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
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (37.1% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -61.9% 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
-
Audit Risk
-
Board Risk
-
Short Ratio
1.31
ende