600461.SS - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 65/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±24.0% p.a.) and steep historical drawdowns.

Volatility Risk

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

Volatility Risk Score

6/7 High

6 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves noticeably less than the broader market (0.2x).

Beta (Market Relation)

0.24x

Defensive

Volatility (5Y p.a.)

24.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.6%

5-Year Horizon

Sharpe Ratio

-0.05

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-0.4%
3 Years	24.3%	-30.6%	-0.09	+0.4%
5 Years	24.0%	-30.6%	-0.05	+1%
10 Years	24.1%	-35.7%	-0.08	+0.6%

Automated Risk & Health Notes (Red Flags)

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

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