CNE1000022F3
CNE1000022F3
GUOTAI HAITONG SECURITIES CO LT
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Elevated Business & Solvency Risk
Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 55/100).
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)
0.17x
DefensiveVolatility (5Y p.a.)
24.1% p.a.
5-Year HorizonMax Drawdown (5Y)
-32.8%
5-Year HorizonSharpe Ratio
-0.19
Return / RiskSpeculative / 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 | — | — | — | -10.1% |
| 3 Years | 26.0% | -32.8% | 0.11 | +5.3% |
| 5 Years | 24.1% | -32.8% | -0.19 | -2.1% |
| 10 Years | 26.2% | -40.2% | -0.12 | -0.6% |
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 289%.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections