US94419L1017
US94419L1017
Wayfair Inc.
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 50/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±81.7% 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 approx. 3.0x as much as the broader market.
Beta (Market Relation)
3.03x
Above averageVolatility (5Y p.a.)
81.7% p.a.
5-Year HorizonMax Drawdown (5Y)
-91.4%
5-Year HorizonSharpe Ratio
-0.22
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 | — | — | — | +27.5% |
| 3 Years | 71.1% | -66.9% | 0.32 | +25.3% |
| 5 Years | 81.7% | -91.4% | -0.22 | -15.4% |
| 10 Years | 75.7% | -93.0% | 0.11 | +10.9% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Unprofitable business model: The company is currently generating net losses.
High market risk: Beta of 3.02 indicates above-average volatility compared to the broader market.
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (81.7% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -93.0% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
10 ISS Score: 10 / 10
Audit Risk
3 ISS Score: 3 / 10
Board Risk
7 ISS Score: 7 / 10
Short Ratio
4.82