600658.SS - 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: 50/100).

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)

Defensive

Volatility (5Y p.a.)

48.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-58.1%

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-23.7%
3 Years	50.1%	-57.4%	-0.1	-2.7%
5 Years	48.1%	-58.1%	-0.05	-0.3%
10 Years	43.7%	-74.2%	-0.22	-6.9%

Automated Risk & Health Notes (Red Flags)

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

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 (48.1% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -74.2% in the extended horizon.