600925.SS - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 60/100) paired with moderate price swings for a single equity (±18.1% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.

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 (0.3x).

Beta (Market Relation)

0.28x

Defensive

Volatility (3Y p.a.)

18.1% p.a.

Fallback

Max Drawdown (3Y)

-30.7%

Fallback

Sharpe Ratio

-0.69

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-12.8%
3 Years	18.1%	-30.7%	-0.69	-9.9%
5 Years	—	—	—	—
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).

🔴 High valuation risk: Avg P/E of 141.0 (Elevated multiple compression risk)

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