600064.SS - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 95/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±24.5% p.a.) and steep historical drawdowns.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

6/7 High

6 / 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 (0.3x).

Beta (Market Relation)

0.33x

Defensive

Volatility (5Y p.a.)

24.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.0%

5-Year Horizon

Sharpe Ratio

0.07

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-1.6%
3 Years	23.9%	-22.7%	0.27	+8.9%
5 Years	24.5%	-32.0%	0.07	+4.2%
10 Years	27.6%	-47.9%	-0.07	+0.5%

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.

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