002146.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: 35/100).

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 approx. 1.2x as much as the broader market.

Beta (Market Relation)

1.24x

Above average

Volatility (5Y p.a.)

51.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-79.2%

5-Year Horizon

Sharpe Ratio

-0.50

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	—	—	—	-21.6%
3 Years	51.2%	-58.2%	-0.31	-13.2%
5 Years	51.5%	-79.2%	-0.5	-23.4%
10 Years	44.5%	-92.7%	-0.42	-16.3%

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 516%.

Unprofitable business model: The company is currently generating net losses.

Strong cyclicality: The business model is sensitive to economic downturns.

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (51.5% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -92.7% in the extended horizon.