000564.SZ - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 60/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±54.9% 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. 1.5x as much as the broader market.

Beta (Market Relation)

1.53x

Above average

Volatility (5Y p.a.)

54.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-81.6%

5-Year Horizon

Sharpe Ratio

-0.36

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	—	—	—	-41.6%
3 Years	50.5%	-68.5%	0.08	+6.3%
5 Years	54.9%	-81.6%	-0.36	-16.4%
10 Years	50.8%	-91.3%	-0.38	-16.9%

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 1.53 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 (54.9% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -91.3% in the extended horizon.