PTTEP.BK - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 95/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±26.3% 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)

-0.08x

Defensive

Volatility (5Y p.a.)

26.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-51.0%

5-Year Horizon

Sharpe Ratio

0.04

Return / Risk

Speculative / 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	—	—	—	+30.1%
3 Years	26.1%	-45.9%	-0.27	-4.4%
5 Years	26.3%	-51.0%	0.04	+3.9%
10 Years	31.5%	-65.6%	0.12	+6.2%

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.

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (26.3% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -65.6% in the extended horizon.