ID1000135809
ID1000135809
Dharma Satya Nusantara Tbk.
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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 (±47.0% 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 noticeably less than the broader market (-0.1x).
Beta (Market Relation)
-0.07x
DefensiveVolatility (5Y p.a.)
47.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-49.6%
5-Year HorizonSharpe Ratio
0.38
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 | — | — | — | -15.7% |
| 3 Years | 51.3% | -49.6% | 0.62 | +34.2% |
| 5 Years | 47.0% | -49.6% | 0.38 | +20.1% |
| 10 Years | 45.9% | -55.7% | 0.25 | +14% |
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.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Elevated Short-Term Volatility: 3Y volatility (51.3%) is noticeably higher than the 5Y average (47.0%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (47.0% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -55.7% in the extended horizon.