Stock screener
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0082.HK | Crazy Sports Group Ltd | -58.1% | -19.1% | 0.0% | 74.0% | -98.7% | -1.4 | ||||
| 0083.HK | Sino Land | -12.4% | 2.2% | 7.3% | 25.0% | -95.2% | -0.6 | ||||
| 0087.HK | Swire Pacific Ltd | 12.4% | 0.3% | 24.5% | 21.6% | -70.8% | 1.1 | ||||
| 0095.HK | LVGEM China Real Estate Investment Co Ltd | -38.0% | -2.9% | 0.0% | 55.0% | -83.2% | -0.5 | ||||
| 0101.HK | Hang Lung Ppt | -27.4% | -4.6% | 7.5% | 26.4% | -72.6% | -0.5 | ||||
| 0119.HK | Poly Property Group Co Ltd | -10.9% | -6.2% | 3.2% | 38.7% | -95.7% | -0.5 | ||||
| 0123.HK | Yuexiu Property Co Ltd | -20.6% | 3.6% | 8.1% | 33.3% | -91.4% | -0.4 | ||||
| 0135.HK | Kunlun Energy | 29.3% | -4.3% | 4.2% | 37.4% | -92.6% | 0.8 | ||||
| 0136.HK | China Ruyi Holdings Ltd | -5.6% | -0.2% | 0.0% | 91.5% | -99.9% | 0.3 | ||||
| 0142.HK | First Pacific Co Ltd | 40.3% | -5.8% | 7.2% | 33.5% | -94.1% | 1.5 | ||||
| 0144.HK | China Merchants Port Holdings Co Ltd | -6.4% | -5.4% | 8.3% | 29.9% | -86.2% | -0.1 | ||||
| 0148.HK | Kingboard Holdings Ltd | -25.9% | 2.7% | 4.2% | 35.5% | -88.1% | -0.6 | ||||
| 0151.HK | Want Want China | -10.5% | -6.1% | 5.6% | 29.2% | -62.6% | -0.3 | ||||
| 0152.HK | Shenzhen International Holdings Ltd | -23.0% | -1.8% | 4.5% | 31.1% | -97.9% | -0.5 | ||||
| 0165.HK | China Everbright Ltd | -17.8% | -5.4% | 10.3% | 36.5% | -89.0% | -0.2 | ||||
| 0168.HK | Tsingtao Brew | -31.0% | -1.0% | 5.3% | 35.3% | -93.5% | -0.8 | ||||
| 0175.HK | Geely Automobile Holdings Ltd | -29.8% | 9.0% | 2.7% | 48.4% | -92.2% | -0.6 | ||||
| 0177.HK | Jiangsu Expressway Co Ltd | 3.8% | 2.1% | 7.3% | 25.5% | -73.3% | 0.6 | ||||
| 0179.HK | Johnson Electric Holdings Ltd | 23.9% | -7.0% | 4.4% | 36.6% | -93.6% | 1.0 | ||||
| 0185.HK | Zensun Enterprises Ltd | -86.6% | -26.3% | 0.0% | 68.4% | -98.6% | -1.0 |