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%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0027.HK | Galaxy Entertainment Group Ltd | -16.3% | -2.4% | 0.5% | 40.3% | -94.5% | -0.2 | 0.0 | 1.0 | -0.2 | 12.5% |
| 0052.HK | Fairwood Holdings Ltd | -17.7% | 0.6% | 5.2% | 20.7% | -98.5% | 0.9 | 1.7 | 1.2 | 0.9 | 16.2% |
| 0082.HK | Crazy Sports Group Ltd | -53.4% | -17.8% | 0.0% | 74.1% | -98.7% | -1.4 | -2.5 | 0.7 | -0.9 | 43.7% |
| 0175.HK | Geely Automobile Holdings Ltd | -18.4% | 10.5% | 2.3% | 48.4% | -92.2% | -0.4 | -0.5 | 0.9 | -0.4 | 23.0% |
| 0179.HK | Johnson Electric Holdings Ltd | 28.3% | -6.0% | 4.2% | 36.6% | -93.6% | 0.9 | 1.7 | 1.2 | 1.4 | 11.6% |
| 0200.HK | Melco International Development Ltd | -35.0% | -14.8% | 0.0% | 47.3% | -95.7% | -0.2 | 0.2 | 1.0 | -0.2 | 29.5% |
| 0256.HK | Citychamp Watch & Jewellery Group Ltd | -10.7% | 5.3% | 0.0% | 30.9% | -96.7% | -0.1 | -0.0 | 1.0 | -0.2 | 12.4% |
| 0308.HK | China Travel International Investment Hong Kong Ltd | -20.7% | -0.2% | 1.1% | 37.2% | -89.1% | -0.1 | 0.3 | 1.0 | -0.1 | 11.7% |
| 0425.HK | Minth Group Ltd | -12.7% | 3.9% | 3.2% | 44.2% | -83.6% | -0.0 | 0.3 | 1.0 | -0.0 | 13.4% |
| 0489.HK | Dongfeng Group | -8.0% | -6.7% | 8.8% | 36.2% | -82.6% | -0.0 | 0.1 | 1.0 | -0.0 | 20.9% |
| 0493.HK | GOME Retail Holdings Limited | -32.7% | -25.3% | 0.0% | 65.8% | -99.9% | -0.4 | -0.6 | 0.9 | -0.6 | 52.6% |
| 0520.HK | Xiabu Xiabu Catering Mgmt Co | -64.2% | N/A | 2.0% | 53.6% | -89.3% | -0.9 | -1.2 | 0.9 | -0.8 | 47.8% |
| 0551.HK | Yue Yuen Ind | -9.2% | -4.7% | 9.9% | 35.3% | -73.2% | -0.1 | -0.0 | 1.0 | -0.1 | 16.2% |
| 0590.HK | Luk Fook Holdings International Ltd | -11.4% | 0.8% | 5.5% | 34.9% | -80.6% | 0.4 | 0.9 | 1.1 | 0.5 | 20.7% |
| 0780.HK | Tongcheng-Elong Holdings Ltd | -21.5% | N/A | 0.0% | 49.7% | -55.9% | -0.3 | -0.1 | 1.0 | -0.4 | 15.4% |
| 0819.HK | Tianneng Power International Ltd | -16.4% | 13.3% | 6.1% | 51.0% | -74.2% | -0.5 | -0.6 | 0.9 | -0.4 | 25.2% |
| 0880.HK | SJM Holdings Ltd | -44.5% | -18.3% | 0.0% | 40.8% | -87.9% | -0.8 | -1.1 | 0.9 | -0.6 | 29.3% |
| 0881.HK | Zhongsheng Group Holdings Ltd | -52.2% | 7.9% | 5.9% | 43.2% | -86.2% | -1.1 | -1.7 | 0.8 | -0.8 | 37.7% |
| 0OFM.L | Compagnie Generale des Etablissements Michelin SCA | 17.6% | 7.3% | 4.2% | 25.8% | -73.5% | 0.8 | 1.2 | 1.1 | 1.5 | 5.1% |
| 1114.HK | Brilliance China Automotive Holdings Limited | 19.8% | -7.5% | 45.7% | 49.5% | -94.8% | 0.5 | 0.9 | 1.1 | 0.8 | 15.2% |