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Hang Seng Bank (0011.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINHK0011000095
SectorFinancial Services
IndustryBanks - Regional

Highlights

Market CapHK$188.19B
PE Ratio11.10
PEG Ratio2.67
Year RangeHK$74.48 - HK$117.50
Target PriceHK$102.06

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hang Seng Bank

Popular comparisons: 0011.HK vs. 0023.HK, 0011.HK vs. 0005.HK, 0011.HK vs. 0002.HK, 0011.HK vs. SPY, 0011.HK vs. ^NDX

Performance

Performance Chart

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


600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%FebruaryMarchAprilMayJuneJuly
748.26%
1,507.75%
0011.HK (Hang Seng Bank)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hang Seng Bank had a return of 14.57% year-to-date (YTD) and -3.61% in the last 12 months. Over the past 10 years, Hang Seng Bank had an annualized return of 1.65%, while the S&P 500 had an annualized return of 10.77%, indicating that Hang Seng Bank did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.57%15.41%
1 month-7.74%0.33%
6 months26.45%13.74%
1 year-3.61%21.39%
5 years (annualized)-8.87%13.11%
10 years (annualized)1.65%10.77%

Monthly Returns

The table below presents the monthly returns of 0011.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.76%10.03%-0.71%21.31%5.68%-7.55%14.57%
20230.46%-2.15%-11.08%3.94%-8.94%6.49%6.46%-14.88%-2.55%-6.95%-3.51%5.26%-26.47%
20227.85%-6.30%6.21%-7.74%-1.23%1.02%-8.66%-2.23%-3.09%-6.75%8.78%7.99%-6.34%
20214.94%6.91%2.22%1.33%6.43%-3.78%-3.87%-5.94%-4.02%11.61%-6.76%3.41%11.12%
2020-1.74%2.72%-16.40%3.02%-12.92%10.35%-6.30%0.65%-6.40%5.19%13.34%-1.04%-13.01%
20192.16%8.30%1.46%6.35%-3.96%-1.02%-3.91%-11.74%3.30%-2.24%-2.56%0.88%-4.45%
2018-4.02%4.46%-5.12%9.91%-1.00%-0.05%8.87%0.26%-0.09%-13.09%-1.63%-2.66%-6.13%
201710.12%0.19%0.75%0.06%5.07%-0.73%4.10%6.61%5.78%-2.38%4.49%0.52%39.64%
2016-12.88%2.26%6.19%2.84%-1.38%-4.06%4.69%-0.94%1.76%1.95%4.92%-1.84%2.00%
20155.11%4.12%1.01%7.69%3.57%-2.63%4.88%-12.59%0.94%3.24%-1.47%4.98%18.63%
2014-3.34%3.54%-0.06%2.27%2.23%-1.09%4.11%0.15%-4.74%6.28%-1.67%0.00%7.36%
20136.99%-1.57%1.01%4.51%-2.96%-8.24%3.49%2.41%4.98%2.85%-1.94%-0.63%10.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0011.HK is 42, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0011.HK is 4242
0011.HK (Hang Seng Bank)
The Sharpe Ratio Rank of 0011.HK is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of 0011.HK is 3939Sortino Ratio Rank
The Omega Ratio Rank of 0011.HK is 3838Omega Ratio Rank
The Calmar Ratio Rank of 0011.HK is 4545Calmar Ratio Rank
The Martin Ratio Rank of 0011.HK is 4545Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Hang Seng Bank (0011.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0011.HK
Sharpe ratio
The chart of Sharpe ratio for 0011.HK, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00-0.01
Sortino ratio
The chart of Sortino ratio for 0011.HK, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.18
Omega ratio
The chart of Omega ratio for 0011.HK, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for 0011.HK, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.01
Martin ratio
The chart of Martin ratio for 0011.HK, currently valued at -0.02, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market-30.00-20.00-10.000.0010.0020.006.82

Sharpe Ratio

The current Hang Seng Bank Sharpe ratio is -0.01. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Hang Seng Bank with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-0.01
1.83
0011.HK (Hang Seng Bank)
Benchmark (^GSPC)

Dividends

Dividend History

Hang Seng Bank granted a 6.63% dividend yield in the last twelve months. The annual payout for that period amounted to HK$6.60 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$6.60HK$5.30HK$3.90HK$6.10HK$6.70HK$7.80HK$7.00HK$6.40HK$5.70HK$5.60HK$5.50HK$5.30

Dividend yield

6.63%5.82%3.00%4.27%5.01%4.84%3.98%3.30%3.95%3.80%4.26%4.22%

Monthly Dividends

The table displays the monthly dividend distributions for Hang Seng Bank. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.00HK$0.00HK$3.20HK$0.00HK$1.20HK$0.00HK$0.00HK$4.40
2023HK$0.00HK$0.00HK$2.00HK$0.00HK$1.10HK$0.00HK$0.00HK$1.10HK$0.00HK$1.10HK$0.00HK$0.00HK$5.30
2022HK$0.00HK$0.00HK$1.80HK$0.00HK$0.70HK$0.00HK$0.00HK$0.70HK$0.00HK$0.70HK$0.00HK$0.00HK$3.90
2021HK$0.00HK$0.00HK$2.80HK$0.00HK$1.10HK$0.00HK$0.00HK$1.10HK$0.00HK$1.10HK$0.00HK$0.00HK$6.10
2020HK$0.00HK$0.00HK$4.00HK$0.00HK$1.10HK$0.00HK$0.00HK$0.80HK$0.00HK$0.80HK$0.00HK$0.00HK$6.70
2019HK$0.00HK$0.00HK$3.60HK$0.00HK$1.40HK$0.00HK$0.00HK$1.40HK$0.00HK$1.40HK$0.00HK$0.00HK$7.80
2018HK$0.00HK$0.00HK$3.10HK$0.00HK$1.30HK$0.00HK$0.00HK$1.30HK$0.00HK$1.30HK$0.00HK$0.00HK$7.00
2017HK$0.00HK$0.00HK$2.80HK$0.00HK$1.20HK$0.00HK$0.00HK$1.20HK$0.00HK$1.20HK$0.00HK$0.00HK$6.40
2016HK$0.00HK$0.00HK$2.40HK$0.00HK$1.10HK$0.00HK$0.00HK$1.10HK$0.00HK$1.10HK$0.00HK$0.00HK$5.70
2015HK$0.00HK$0.00HK$2.30HK$0.00HK$1.10HK$0.00HK$0.00HK$1.10HK$0.00HK$1.10HK$0.00HK$0.00HK$5.60
2014HK$0.00HK$0.00HK$2.20HK$0.00HK$1.10HK$0.00HK$0.00HK$1.10HK$0.00HK$1.10HK$0.00HK$0.00HK$5.50
2013HK$2.00HK$0.00HK$1.10HK$0.00HK$0.00HK$1.10HK$0.00HK$1.10HK$0.00HK$0.00HK$5.30

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.6%
Hang Seng Bank has a dividend yield of 6.63%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%59.1%
Hang Seng Bank has a payout ratio of 59.09%, which is quite average when compared to the overall market. This suggests that Hang Seng Bank strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-40.85%
-2.83%
0011.HK (Hang Seng Bank)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hang Seng Bank. 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 Hang Seng Bank was 89.20%, occurring on Jun 5, 1989. Recovery took 283 trading sessions.

The current Hang Seng Bank drawdown is 40.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.2%Feb 9, 19812028Jun 5, 1989283Jun 17, 19992311
-58.61%Jun 27, 2008170Mar 9, 20091026Apr 30, 20131196
-55.07%May 6, 20191164Jan 22, 2024
-42.45%Feb 20, 198021Mar 19, 198081Jul 21, 1980102
-27.53%Jan 8, 2001173Sep 21, 2001492Sep 22, 2003665

Volatility

Volatility Chart

The current Hang Seng Bank volatility is 7.25%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%FebruaryMarchAprilMayJuneJuly
7.25%
2.78%
0011.HK (Hang Seng Bank)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Hang Seng Bank.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items