8766.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 (±34.5% 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.

Beta (Market Relation)

Defensive

Volatility (5Y p.a.)

34.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.7%

5-Year Horizon

Sharpe Ratio

0.83

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	—	—	—	+23.3%
3 Years	39.4%	-38.7%	0.75	+31.8%
5 Years	34.5%	-38.7%	0.83	+31.4%
10 Years	29.7%	-38.7%	0.56	+19.1%

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.

Elevated Short-Term Volatility: 3Y volatility (39.4%) is noticeably higher than the 5Y average (34.5%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (34.5% p.a.).

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

3 ISS Score: 3 / 10

Audit Risk

1 ISS Score: 1 / 10

Board Risk

5 ISS Score: 5 / 10

Short Ratio