300386.SZ - 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 (±61.9% 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 (0.5x).

Beta (Market Relation)

0.52x

Defensive

Volatility (5Y p.a.)

61.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-72.0%

5-Year Horizon

Sharpe Ratio

-0.11

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	—	—	—	-38.3%
3 Years	71.8%	-60.8%	-0.03	+0.5%
5 Years	61.9%	-72.0%	-0.11	-4.1%
10 Years	57.7%	-82.4%	-0.2	-8.9%

Automated Risk & Health Notes (Red Flags)

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

Unprofitable business model: The company is currently generating net losses.

Elevated Short-Term Volatility: 3Y volatility (71.8%) is noticeably higher than the 5Y average (61.9%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (61.9% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -82.4% in the extended horizon.