TH0796010R11
TH0796010R11
TOP_THAI OIL
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 75/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±38.6% 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 (0.7x).
Beta (Market Relation)
0.69x
DefensiveVolatility (5Y p.a.)
38.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-63.3%
5-Year HorizonSharpe Ratio
0.11
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.
Volatility Expansion (3Y > 5Y) High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +118.9% |
| 3 Years | 43.9% | -50.3% | 0.37 | +18.9% |
| 5 Years | 38.6% | -63.3% | 0.11 | +6.8% |
| 10 Years | 38.4% | -78.6% | -0.06 | — |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
Strong cyclicality: The business model is sensitive to economic downturns.
Elevated Short-Term Volatility: 3Y volatility (43.9%) is noticeably higher than the 5Y average (38.6%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (38.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -78.6% in the extended horizon.