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Shenzhen Investment Ltd (0604.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINHK0604011236
SectorReal Estate
IndustryReal Estate - Development

Highlights

Market CapHK$10.14B
Year RangeHK$0.65 - HK$1.17
Target PriceHK$1.41

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.


Performance

Performance Chart

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


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
31.43%
8.66%
0604.HK (Shenzhen Investment Ltd)
Benchmark (^GSPC)

Returns By Period

Shenzhen Investment Ltd had a return of 14.30% year-to-date (YTD) and 9.54% in the last 12 months. Over the past 10 years, Shenzhen Investment Ltd had an annualized return of 0.64%, while the S&P 500 had an annualized return of 11.26%, indicating that Shenzhen Investment Ltd did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.30%19.70%
1 month59.74%1.08%
6 months31.44%9.56%
1 year9.54%34.99%
5 years (annualized)-9.50%14.15%
10 years (annualized)0.64%11.26%

Monthly Returns

The table below presents the monthly returns of 0604.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.34%-4.55%-2.86%-1.96%5.99%-6.24%1.08%-17.02%29.49%14.30%
202314.93%-7.15%-2.80%8.64%-8.61%11.11%10.72%-10.97%-8.10%-8.00%-1.74%1.77%-4.63%
20228.93%-3.82%-0.57%-2.85%-0.59%-2.83%-5.13%-2.70%-15.62%-10.08%18.69%5.51%-14.27%
2021-3.38%8.56%-3.23%5.56%-3.16%-9.80%-8.78%5.96%-12.56%-2.55%-7.33%-5.08%-32.20%
2020-13.46%-2.97%-7.63%4.55%-5.53%7.27%-0.82%8.23%-11.61%4.43%19.91%-6.01%-8.24%
20195.41%7.32%2.39%4.00%-7.37%3.60%-2.09%5.32%-0.40%6.92%-0.32%1.30%28.19%
20188.02%-6.57%1.83%-4.20%4.39%-11.19%-1.05%-9.19%0.09%-10.00%13.34%1.56%-14.95%
20171.93%5.05%4.51%1.43%5.39%-4.68%4.06%-0.55%1.08%-1.69%-4.60%-2.41%9.15%
2016-18.18%-5.05%9.22%1.95%0.00%2.52%2.27%17.72%1.02%-8.13%-0.29%-7.99%-9.10%
20150.45%9.38%17.14%48.78%-1.64%-6.54%-21.31%-8.36%0.69%15.39%6.35%8.35%69.94%
2014-4.79%-6.47%-3.46%0.79%0.40%2.28%8.47%-8.17%-10.66%2.76%2.68%-3.05%-19.01%
201313.70%-5.05%-8.26%4.50%1.23%-6.93%-3.05%12.58%-0.40%-1.28%-1.29%-4.57%-1.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0604.HK is 41, 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 0604.HK is 4141
0604.HK (Shenzhen Investment Ltd)
The Sharpe Ratio Rank of 0604.HK is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of 0604.HK is 4040Sortino Ratio Rank
The Omega Ratio Rank of 0604.HK is 3838Omega Ratio Rank
The Calmar Ratio Rank of 0604.HK is 4343Calmar Ratio Rank
The Martin Ratio Rank of 0604.HK is 4343Martin 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 Shenzhen Investment Ltd (0604.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0604.HK
Sharpe ratio
The chart of Sharpe ratio for 0604.HK, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06
Sortino ratio
The chart of Sortino ratio for 0604.HK, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.49
Omega ratio
The chart of Omega ratio for 0604.HK, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for 0604.HK, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Martin ratio
The chart of Martin ratio for 0604.HK, currently valued at 0.13, compared to the broader market-10.000.0010.0020.000.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.501.001.501.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market-10.000.0010.0020.0016.17

Sharpe Ratio

The current Shenzhen Investment Ltd Sharpe ratio is 0.06. 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 Shenzhen Investment Ltd 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-2.00-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.06
2.54
0604.HK (Shenzhen Investment Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Shenzhen Investment Ltd granted a 5.69% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.07 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$0.07HK$0.14HK$0.11HK$0.18HK$0.18HK$0.18HK$0.18HK$0.17HK$0.20HK$0.16HK$0.15HK$0.18

Dividend yield

5.69%12.17%8.21%10.71%6.77%5.77%6.95%5.25%6.43%4.41%6.73%6.16%

Monthly Dividends

The table displays the monthly dividend distributions for Shenzhen Investment Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.00HK$0.07
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.12HK$0.00HK$0.00HK$0.02HK$0.00HK$0.00HK$0.00HK$0.14
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.00HK$0.11
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.18
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.18
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.18
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.18
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.10HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.17
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.13HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.20
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.13HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.00HK$0.16
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.12HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.00HK$0.15
2013HK$0.11HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.18

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.7%
Shenzhen Investment Ltd has a dividend yield of 5.69%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%47.0%
Shenzhen Investment Ltd has a payout ratio of 46.95%, which is quite average when compared to the overall market. This suggests that Shenzhen Investment Ltd 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-51.62%
-1.02%
0604.HK (Shenzhen Investment Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Shenzhen Investment 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 Shenzhen Investment Ltd was 91.52%, occurring on Oct 28, 2008. The portfolio has not yet recovered.

The current Shenzhen Investment Ltd drawdown is 51.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.52%Sep 14, 2007273Oct 28, 2008
-89%Aug 26, 1997367Feb 23, 19991993Mar 26, 20072360
-29.1%May 27, 199712Jun 12, 199745Aug 21, 199757
-26.88%Mar 11, 199715Apr 2, 199716Apr 24, 199731
-26.86%Aug 10, 20076Aug 17, 200716Sep 10, 200722

Volatility

Volatility Chart

The current Shenzhen Investment Ltd volatility is 27.19%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
27.19%
3.37%
0604.HK (Shenzhen Investment Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Shenzhen Investment Ltd.


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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