600869.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: 60/100).

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.)

53.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-66.2%

5-Year Horizon

Sharpe Ratio

0.42

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	—	—	—	+95.8%
3 Years	59.2%	-66.1%	0.84	+52.5%
5 Years	53.6%	-66.2%	0.42	+24.2%
10 Years	45.3%	-70.5%	0.09	+6.6%

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 285.2 (Elevated multiple compression risk)

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

Elevated Short-Term Volatility: 3Y volatility (59.2%) is noticeably higher than the 5Y average (53.6%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (53.6% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -70.5% in the extended horizon.