US6863301015
US6863301015
ORIX Corporation
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 67/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±25.4% 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 (0.7x).
Beta (Market Relation)
0.74x
DefensiveVolatility (5Y p.a.)
25.4% p.a.
5-Year HorizonMax Drawdown (5Y)
-39.0%
5-Year HorizonSharpe Ratio
0.45
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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +44.8% |
| 3 Years | 25.9% | -27.1% | 0.91 | +26.1% |
| 5 Years | 25.4% | -39.0% | 0.45 | +14.1% |
| 10 Years | 25.7% | -47.2% | 0.29 | +10% |
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.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Corporate Governance & ISS Scores
Overall Governance Risk
-
Audit Risk
-
Board Risk
-
Short Ratio
2.08