600536.SS - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 90/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±48.1% 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 (0.3x).

Beta (Market Relation)

0.29x

Defensive

Volatility (5Y p.a.)

48.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-61.5%

5-Year Horizon

Sharpe Ratio

-0.02

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	—	—	—	-38.9%
3 Years	44.3%	-61.0%	-0.19	-6.1%
5 Years	48.1%	-61.5%	-0.02	+1.2%
10 Years	51.8%	-74.3%	0.07	+6.3%

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.

🔴 High valuation risk: Avg P/E of 1044.0 (Elevated multiple compression risk)

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (48.1% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -74.3% in the extended horizon.