INE260B01028
INE260B01028
GODFREY PHILLIPS INDIA LT
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 90/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±50.9% 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 (0.4x).
Beta (Market Relation)
0.39x
DefensiveVolatility (5Y p.a.)
50.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-52.3%
5-Year HorizonSharpe Ratio
0.61
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 | — | — | — | -47.8% |
| 3 Years | 57.2% | -52.3% | 0.59 | +36% |
| 5 Years | 50.9% | -52.3% | 0.61 | +33.3% |
| 10 Years | 46.5% | -55.6% | 0.27 | +15% |
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 (57.2%) is noticeably higher than the 5Y average (50.9%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (50.9% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -55.6% in the extended horizon.