002938.SZ - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 70/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±50.4% 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. 1.3x as much as the broader market.

Beta (Market Relation)

1.29x

Above average

Volatility (5Y p.a.)

50.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-61.8%

5-Year Horizon

Sharpe Ratio

0.31

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	—	—	—	+33%
3 Years	56.6%	-40.4%	0.9	+53.2%
5 Years	50.4%	-61.8%	0.31	+17.4%
10 Years	50.4%	-71.3%	0.28	—

Automated Risk & Health Notes (Red Flags)

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

🔴 High valuation risk: Avg P/E of 45.8 (Elevated multiple compression risk)

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

Elevated Short-Term Volatility: 3Y volatility (56.6%) is noticeably higher than the 5Y average (50.4%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (50.4% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -71.3% in the extended horizon.