BMG6331P1041
BMG6331P1041
Alpha and Omega Semiconductor L
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 60/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±73.0% 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 approx. 2.6x as much as the broader market.
Beta (Market Relation)
2.64x
Above averageVolatility (5Y p.a.)
73.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-75.3%
5-Year HorizonSharpe Ratio
-0.06
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 | — | — | — | +1.7% |
| 3 Years | 78.6% | -66.9% | -0.04 | -0.7% |
| 5 Years | 73.0% | -75.3% | -0.06 | -2.1% |
| 10 Years | 64.9% | -75.3% | -0 | +2.4% |
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.
High market risk: Beta of 2.64 indicates above-average volatility compared to the broader market.
🔴 High valuation risk: Avg P/E of 88.5 (Elevated multiple compression risk)
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Elevated Short-Term Volatility: 3Y volatility (78.6%) is noticeably higher than the 5Y average (73.0%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (73.0% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -75.3% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
5 ISS Score: 5 / 10
Audit Risk
8 ISS Score: 8 / 10
Board Risk
5 ISS Score: 5 / 10
Short Ratio
5.23