He suggested that the company's historic IPO—valued at a record-setting $25 billion—may have contributed to this stress.
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"Maybe the stock goes so up, maybe people have high expectations on you, maybe I think too much about the future and have too many things to worry about," Ma said. "IPO is great because ... I'm happy with the results, but honestly I think when people think too highly of you, you have the responsibility to calm down and be yourself."
These pressures may not be receding anytime soon. Ma told CNBC he hopes to take one of Alibaba's most successful branches public in the near future. Alipay, which handles financial services such as digital payment and escrow, will go public not to raise funds, he said, but to provide the opportunity for more public scrutiny, and therefore enhance confidence in the platform.
But Ma said the stress in his life is coming from more than just his job: Becoming China's richest man has provided its own set of headaches.
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"People say, 'Well Jack, rich people is good.' Yeah it is good, but not the richest man in China. It's a great pain because when you're (the) richest person in the world, everybody (is) surrounding you for money," he said. "Today when I walk on the street, people look at you in a different—I want people to see this is entrepreneur, this is a guy who is having fun of himself, and I want to be myself."
In order to get rid of this "pain," Ma suggested he is looking at ways to use his money to give back to society.