601939.SS - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 80/100) paired with moderate price swings for a single equity (±18.6% 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 (0.2x).

Beta (Market Relation)

0.23x

Defensive

Volatility (5Y p.a.)

18.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.7%

5-Year Horizon

Sharpe Ratio

0.54

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	—	—	—	+26.6%
3 Years	19.7%	-15.2%	0.92	+20.6%
5 Years	18.6%	-17.7%	0.54	+12.7%
10 Years	20.6%	-46.6%	0.25	+7.7%

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.