600926.SS - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 80/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±23.4% p.a.) and steep historical drawdowns.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

6/7 High

6 / 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.)

23.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-39.2%

5-Year Horizon

Sharpe Ratio

-0.01

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+12.4%
3 Years	20.7%	-18.6%	0.65	+15.9%
5 Years	23.4%	-39.2%	-0.01	+2.8%
10 Years	27.6%	-50.7%	0.09	+5%

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.

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Historical Stress Test: Maximum peak-to-trough drawdown of -50.7% in the extended horizon.