2530.TW - Risk

Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 55/100).

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. Moves noticeably less than the broader market (-0.3x).

Beta (Market Relation)

-0.29x

Defensive

Volatility (5Y p.a.)

28.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-69.5%

5-Year Horizon

Sharpe Ratio

0.12

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-35.1%
3 Years	32.9%	-69.5%	-0.35	-8.6%
5 Years	28.8%	-69.5%	0.12	+6%
10 Years	26.1%	-69.5%	0.08	+4.6%

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

Elevated Short-Term Volatility: 3Y volatility (32.9%) is noticeably higher than the 5Y average (28.8%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.8% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -69.5% in the extended horizon.