CCAP - Risk

Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 52/100, minimal insolvency risk). The high overall score (7/7) is driven primarily by extreme stock price swings (±23.3% p.a.) and steep historical drawdowns.

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 (0.6x).

Beta (Market Relation)

0.62x

Defensive

Volatility (5Y p.a.)

23.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-56.9%

5-Year Horizon

Sharpe Ratio

-0.72

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-33%
3 Years	23.1%	-55.0%	-0.9	-18.2%
5 Years	23.3%	-56.9%	-0.72	-14.3%
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).

Unprofitable business model: The company is currently generating net losses.

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Historical Stress Test: Maximum peak-to-trough drawdown of -56.9% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

Audit Risk

Board Risk

Short Ratio

2.86