0866.HK - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 60/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±72.2% 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)

0.58x

Defensive

Volatility (5Y p.a.)

72.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-69.6%

5-Year Horizon

Sharpe Ratio

0.59

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-37.4%
3 Years	69.3%	-69.6%	1.55	+110.2%
5 Years	72.2%	-69.6%	0.59	+44.9%
10 Years	74.3%	-89.1%	0.28	+23.2%

Automated Risk & Health Notes (Red Flags)

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

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

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (72.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -89.1% in the extended horizon.