5803.T - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 85/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±61.8% 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)

0.78x

Defensive

Volatility (5Y p.a.)

61.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-52.6%

5-Year Horizon

Sharpe Ratio

1.88

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	—	—	—	+93.5%
3 Years	71.7%	-52.6%	2.75	+199.9%
5 Years	61.8%	-52.6%	1.88	+118.8%
10 Years	52.2%	-78.1%	0.88	+48.6%

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.

🔴 High valuation risk: Avg P/E of 57.0 (Elevated multiple compression risk)

Strong cyclicality: The business model is sensitive to economic downturns.

Elevated Short-Term Volatility: 3Y volatility (71.7%) is noticeably higher than the 5Y average (61.8%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (61.8% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -78.1% 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

4 ISS Score: 4 / 10

Audit Risk

1 ISS Score: 1 / 10

Board Risk

3 ISS Score: 3 / 10

Short Ratio