001896.SZ - 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: 25/100).

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)

0.9x

Defensive

Volatility (5Y p.a.)

53.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-64.6%

5-Year Horizon

Sharpe Ratio

0.04

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	—	—	—	+83.7%
3 Years	59.3%	-54.7%	0.52	+33.3%
5 Years	53.7%	-64.6%	0.04	+4.9%
10 Years	51.6%	-78.0%	-0.02	+1.3%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

Critical leverage: Debt-to-Equity is at 574%.

🔴 High valuation risk: Avg P/E of 45.4 (Elevated multiple compression risk)

Elevated Short-Term Volatility: 3Y volatility (59.3%) is noticeably higher than the 5Y average (53.7%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (53.7% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -78.0% in the extended horizon.