601018.SS - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 60/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±21.4% 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 (0.2x).

Beta (Market Relation)

0.22x

Defensive

Volatility (5Y p.a.)

21.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.6%

5-Year Horizon

Sharpe Ratio

-0.21

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	—	—	—	-1.4%
3 Years	21.8%	-26.9%	-0.01	+2.2%
5 Years	21.4%	-30.6%	-0.21	-2%
10 Years	25.1%	-53.6%	-0.23	-3.2%

Automated Risk & Health Notes (Red Flags)

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

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

Historical Stress Test: Maximum peak-to-trough drawdown of -53.6% in the extended horizon.