300007.SZ - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 75/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±58.9% p.a.) and steep historical drawdowns.

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 noticeably less than the broader market (0.6x).

Beta (Market Relation)

0.65x

Defensive

Volatility (5Y p.a.)

58.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-60.2%

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	—	—	—	-53.7%
3 Years	64.7%	-59.0%	0.27	+19.8%
5 Years	58.9%	-60.2%	0.05	+5.2%
10 Years	53.5%	-63.9%	-0.01	+1.9%

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.

🔴 High valuation risk: Avg P/E of 55.3 (Elevated multiple compression risk)

Elevated Short-Term Volatility: 3Y volatility (64.7%) is noticeably higher than the 5Y average (58.9%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (58.9% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -63.9% in the extended horizon.