2820.TW - 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: 55/100).

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 (0.2x).

Beta (Market Relation)

0.17x

Defensive

Volatility (5Y p.a.)

12.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.4%

5-Year Horizon

Sharpe Ratio

-0.13

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+3.4%
3 Years	12.1%	-9.5%	0.21	+5.6%
5 Years	12.8%	-22.4%	-0.13	+0.9%
10 Years	11.8%	-22.4%	0.04	+3%

Automated Risk & Health Notes (Red Flags)

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

Critical leverage: Debt-to-Equity is at 865%.

Strong Long-Term Stability: The stock exhibits consistently low volatility across 5 and 10 years (<16% p.a.).