PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Consumer Cyclical Stock List


Year-to-Date Return

< 0.0%
> 10.0%

10-Year Annualized Return

< 0.0%
> 10.0%

Sharpe Ratio

< 0.0
> 0.1

Omega ratio

< 0.0
> 0.1

Sortino ratio

< 0.0
> 0.1

Calmar ratio

< 0.0
> 0.1

Ulcer Index

< 0.0%
> 10.0%

10Y Volatility

< 0.0%
> 10.0%

Maximum Drawdown

< 0.0%
> 10.0%

Dividend Yield

< 0.0%
> 10.0%
SymbolFull nameYTD Ret.10Y Ann. Ret.Div. Yield10Y VolatilityMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
0027.HKGalaxy Entertainment Group Ltd-16.3%-2.4%0.5%40.3%-94.5%-0.20.01.0-0.212.5%
0052.HKFairwood Holdings Ltd-17.7%0.6%5.2%20.7%-98.5%0.91.71.20.916.2%
0082.HKCrazy Sports Group Ltd-53.4%-17.8%0.0%74.1%-98.7%-1.4-2.50.7-0.943.7%
0175.HKGeely Automobile Holdings Ltd-18.4%10.5%2.3%48.4%-92.2%-0.4-0.50.9-0.423.0%
0179.HKJohnson Electric Holdings Ltd28.3%-6.0%4.2%36.6%-93.6%0.91.71.21.411.6%
0200.HKMelco International Development Ltd-35.0%-14.8%0.0%47.3%-95.7%-0.20.21.0-0.229.5%
0256.HKCitychamp Watch & Jewellery Group Ltd-10.7%5.3%0.0%30.9%-96.7%-0.1-0.01.0-0.212.4%
0308.HKChina Travel International Investment Hong Kong Ltd-20.7%-0.2%1.1%37.2%-89.1%-0.10.31.0-0.111.7%
0425.HKMinth Group Ltd-12.7%3.9%3.2%44.2%-83.6%-0.00.31.0-0.013.4%
0489.HKDongfeng Group-8.0%-6.7%8.8%36.2%-82.6%-0.00.11.0-0.020.9%
0493.HKGOME Retail Holdings Limited-32.7%-25.3%0.0%65.8%-99.9%-0.4-0.60.9-0.652.6%
0520.HKXiabu Xiabu Catering Mgmt Co-64.2%N/A2.0%53.6%-89.3%-0.9-1.20.9-0.847.8%
0551.HKYue Yuen Ind-9.2%-4.7%9.9%35.3%-73.2%-0.1-0.01.0-0.116.2%
0590.HKLuk Fook Holdings International Ltd-11.4%0.8%5.5%34.9%-80.6%0.40.91.10.520.7%
0780.HKTongcheng-Elong Holdings Ltd-21.5%N/A0.0%49.7%-55.9%-0.3-0.11.0-0.415.4%
0819.HKTianneng Power International Ltd-16.4%13.3%6.1%51.0%-74.2%-0.5-0.60.9-0.425.2%
0880.HKSJM Holdings Ltd-44.5%-18.3%0.0%40.8%-87.9%-0.8-1.10.9-0.629.3%
0881.HKZhongsheng Group Holdings Ltd-52.2%7.9%5.9%43.2%-86.2%-1.1-1.70.8-0.837.7%
0OFM.LCompagnie Generale des Etablissements Michelin SCA17.6%7.3%4.2%25.8%-73.5%0.81.21.11.55.1%
1114.HKBrilliance China Automotive Holdings Limited19.8%-7.5%45.7%49.5%-94.8%0.50.91.10.815.2%

1–20 of 863

Recent discussions