600110.SS - 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: 37/100).

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. Largely moves in line with the broader market.

Beta (Market Relation)

0.95x

Defensive

Volatility (5Y p.a.)

53.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-89.6%

5-Year Horizon

Sharpe Ratio

-0.27

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	—	—	—	+55.5%
3 Years	59.6%	-58.4%	0.31	+20.8%
5 Years	53.2%	-89.6%	-0.27	-12.7%
10 Years	52.8%	-89.6%	-0.04	+0.4%

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.

🔴 High valuation risk: Avg P/E of 134.1 (Elevated multiple compression risk)

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

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Elevated Short-Term Volatility: 3Y volatility (59.6%) is noticeably higher than the 5Y average (53.2%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (53.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -89.6% in the extended horizon.