PHY0488F1004
PHY0488F1004
AYALA LAND INC
Loading chart...
Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 80/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±45.7% 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 (0.6x).
Beta (Market Relation)
0.63x
DefensiveVolatility (5Y p.a.)
45.7% p.a.
5-Year HorizonMax Drawdown (5Y)
-66.2%
5-Year HorizonSharpe Ratio
-0.39
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 | — | — | — | -39% |
| 3 Years | 52.4% | -66.2% | -0.45 | -21.2% |
| 5 Years | 45.7% | -66.2% | -0.39 | -15.5% |
| 10 Years | 39.8% | -78.1% | -0.34 | -11.1% |
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.
Strong cyclicality: The business model is sensitive to economic downturns.
Elevated Short-Term Volatility: 3Y volatility (52.4%) is noticeably higher than the 5Y average (45.7%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (45.7% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -78.1% in the extended horizon.