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China Ruyi Holdings Ltd (0136.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG4404N1149
SectorCommunication Services
IndustryEntertainment

Highlights

Market CapHK$23.87B
PE Ratio51.50
Revenue (TTM)HK$1.47B
Gross Profit (TTM)HK$1.03B
EBITDA (TTM)-HK$896.22M
Year RangeHK$1.29 - HK$2.85
Target PriceHK$2.53

Share Price Chart


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China Ruyi Holdings Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in China Ruyi Holdings Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
-99.40%
449.91%
0136.HK (China Ruyi Holdings Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Ruyi Holdings Ltd had a return of 12.72% year-to-date (YTD) and -4.88% in the last 12 months. Over the past 10 years, China Ruyi Holdings Ltd had an annualized return of -0.37%, while the S&P 500 had an annualized return of 10.96%, indicating that China Ruyi Holdings Ltd did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.72%10.04%
1 month27.45%3.53%
6 months-0.00%22.79%
1 year-4.88%32.16%
5 years (annualized)-4.01%13.15%
10 years (annualized)-0.37%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-24.28%17.56%
2023-11.86%-2.40%-11.33%-1.67%-2.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for China Ruyi Holdings Ltd (0136.HK) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
0136.HK
China Ruyi Holdings Ltd
-0.05
^GSPC
S&P 500
2.76

Sharpe Ratio

The current China Ruyi Holdings Ltd Sharpe ratio is -0.05. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.05
2.74
0136.HK (China Ruyi Holdings Ltd)
Benchmark (^GSPC)

Dividends

Dividend History


China Ruyi Holdings Ltd doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-99.67%
0
0136.HK (China Ruyi Holdings Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Ruyi Holdings Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the China Ruyi Holdings Ltd was 99.88%, occurring on Mar 19, 2020. The portfolio has not yet recovered.

The current China Ruyi Holdings Ltd drawdown is 99.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.88%Nov 21, 20072942Mar 19, 2020
-83.73%Apr 3, 2000244Aug 12, 2003290Jul 18, 2007534
-75.42%Oct 6, 1997170Sep 3, 1998204Mar 30, 2000374
-42.86%Jul 25, 200749Oct 4, 200723Nov 7, 200772
-14.47%Jul 19, 20072Jul 20, 20072Jul 24, 20074

Volatility

Volatility Chart

The current China Ruyi Holdings Ltd volatility is 22.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
22.15%
2.82%
0136.HK (China Ruyi Holdings Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Ruyi Holdings Ltd over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

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Values in undefined except per share items