601992.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: 45/100).

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. Moves noticeably less than the broader market (0.5x).

Beta (Market Relation)

0.54x

Defensive

Volatility (5Y p.a.)

30.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-59.9%

5-Year Horizon

Sharpe Ratio

-0.52

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	—	—	—	-16.5%
3 Years	35.2%	-42.3%	-0.43	-12.5%
5 Years	30.3%	-59.9%	-0.52	-13%
10 Years	32.4%	-86.0%	-0.4	-10.4%

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.

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 (35.2%) is noticeably higher than the 5Y average (30.3%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (30.3% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -86.0% in the extended horizon.