200539.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: 40/100).

Volatility Risk

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

Volatility Risk Score

5/7 Elevated

5 / 7 SRI Price Fluctuation & Beta

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon). Moves noticeably less than the broader market (0.7x).

Beta (Market Relation)

0.71x

Defensive

Volatility (5Y p.a.)

17.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.0%

5-Year Horizon

Sharpe Ratio

-0.54

Return / Risk

Elevated Risk / Growth: 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	—	—	—	+1.1%
3 Years	16.5%	-26.1%	-0.53	-6.3%
5 Years	17.1%	-36.0%	-0.54	-6.6%
10 Years	16.7%	-55.5%	-0.52	-6.2%

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 266%.

Historical Stress Test: Maximum peak-to-trough drawdown of -55.5% in the extended horizon.