4182.T
4182.T
JP3896800004
MITSUBISHI GAS CHEMICAL CO INC
Loading chart...
Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 70/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±37.3% 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 (0.8x).

Beta (Market Relation)
0.8x
Defensive
Volatility (5Y p.a.)
37.3% p.a.
5-Year Horizon
Max Drawdown (5Y)
-36.8%
5-Year Horizon
Sharpe Ratio
0.25
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 — — — +37.9%
3 Years 43.6% -36.8% 0.51 +24.7%
5 Years 37.3% -36.8% 0.25 +12.5%
10 Years 34.9% -68.7% 0.22 +10%

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.
Strong cyclicality: The business model is sensitive to economic downturns.
Elevated Short-Term Volatility: 3Y volatility (43.6%) is noticeably higher than the 5Y average (37.3%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (37.3% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -68.7% 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
8 ISS Score: 8 / 10
Audit Risk
1 ISS Score: 1 / 10
Board Risk
8 ISS Score: 8 / 10
Short Ratio
-
ende