CNE100001ZS2
CNE100001ZS2
RS MACALLINE
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Elevated Business & Solvency Risk
Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 35/100).
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. Largely moves in line with the broader market.
Beta (Market Relation)
1.14x
Above averageVolatility (5Y p.a.)
53.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-79.2%
5-Year HorizonSharpe Ratio
-0.52
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 | — | — | — | -24.8% |
| 3 Years | 57.6% | -63.4% | -0.48 | -25.4% |
| 5 Years | 53.6% | -79.2% | -0.52 | -25.5% |
| 10 Years | 44.6% | -92.2% | -0.45 | -17.4% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Elevated Short-Term Volatility: 3Y volatility (57.6%) is noticeably higher than the 5Y average (53.6%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (53.6% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -92.2% in the extended horizon.