CA3012831077
CA3012831077
EXCHANGE INCOME CORPORATION
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 57/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±24.6% p.a.) and steep historical drawdowns.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
6/7 High
6 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.
Beta (Market Relation)
0.88x
DefensiveVolatility (5Y p.a.)
24.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-23.4%
5-Year HorizonSharpe Ratio
0.76
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.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +51.7% |
| 3 Years | 23.0% | -21.5% | 1.49 | +36.8% |
| 5 Years | 24.6% | -23.4% | 0.76 | +21.1% |
| 10 Years | 32.9% | -68.6% | 0.31 | +12.7% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (24.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -68.6% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
3 ISS Score: 3 / 10
Audit Risk
2 ISS Score: 2 / 10
Board Risk
5 ISS Score: 5 / 10
Short Ratio
4.77