601169.SS - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 80/100) paired with moderate price swings for a single equity (±18.0% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.

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 (-0.0x).

Beta (Market Relation)

-0.04x

Defensive

Volatility (5Y p.a.)

18.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.4%

5-Year Horizon

Sharpe Ratio

0.11

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	—	—	—	+2%
3 Years	19.7%	-32.4%	0.21	+6.7%
5 Years	18.0%	-32.4%	0.11	+4.5%
10 Years	17.3%	-53.3%	-0.32	-3.1%

Automated Risk & Health Notes (Red Flags)

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

Exemplary balance sheet strength: Very solid ratio of equity to debt.

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

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

Historical Stress Test: Maximum peak-to-trough drawdown of -53.3% in the extended horizon.