300857.SZ - 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: 25/100).

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 approx. 2.2x as much as the broader market.

Beta (Market Relation)

2.2x

Above average

Volatility (5Y p.a.)

66.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-57.8%

5-Year Horizon

Sharpe Ratio

1.17

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	—	—	—	+86.1%
3 Years	76.0%	-45.2%	2.03	+156.9%
5 Years	66.2%	-57.8%	1.17	+79.7%
10 Years	—	—	—	—

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 590%.

High market risk: Beta of 2.20 indicates above-average volatility compared to the broader market.

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

Elevated Short-Term Volatility: 3Y volatility (76.0%) is noticeably higher than the 5Y average (66.2%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (66.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -57.8% in the extended horizon.