PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
China Water Affairs Group Ltd (0855.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG210901242
SectorUtilities
IndustryUtilities - Regulated Water

Highlights

Market CapHK$10.15B
PE Ratio5.92
Year RangeHK$3.65 - HK$6.58
Target PriceHK$6.70

Share Price Chart


Loading data...

Compare to other instruments

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


China Water Affairs Group Ltd

Performance

Performance Chart

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


-100.00%0.00%100.00%200.00%300.00%2024FebruaryMarchAprilMayJune
-56.35%
315.87%
0855.HK (China Water Affairs Group Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Water Affairs Group Ltd had a return of 50.70% year-to-date (YTD) and 14.07% in the last 12 months. Over the past 10 years, China Water Affairs Group Ltd had an annualized return of 13.39%, outperforming the S&P 500 benchmark which had an annualized return of 10.85%.


PeriodReturnBenchmark
Year-To-Date50.70%13.87%
1 month8.48%2.33%
6 months62.44%15.10%
1 year14.07%22.72%
5 years (annualized)0.44%13.49%
10 years (annualized)13.39%10.85%

Monthly Returns

The table below presents the monthly returns of 0855.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.10%34.59%-14.53%6.10%16.02%50.70%
20235.58%4.83%-8.17%-2.03%-7.96%2.42%11.66%-8.93%-12.92%-2.37%-10.30%-3.38%-29.66%
2022-18.60%-5.27%-0.46%0.93%-9.82%-6.53%-3.42%1.56%-10.83%-10.61%13.85%1.90%-40.78%
2021-0.66%1.49%4.09%-0.94%-5.24%0.17%-2.17%32.48%14.24%-7.60%11.72%27.10%91.68%
20204.29%2.14%-6.28%0.86%-11.93%7.93%19.89%-4.63%-2.15%-8.72%9.73%1.80%9.18%
2019-0.48%-1.92%0.24%-1.58%-5.82%1.18%-8.97%-9.71%-1.11%-1.48%0.16%-0.65%-26.88%
20184.38%-6.37%15.63%-6.38%3.21%6.09%25.76%-12.72%-0.73%-19.39%24.47%-3.42%22.33%
20174.34%-3.97%0.79%1.56%-1.92%-8.04%-9.17%6.10%24.18%2.53%9.68%14.78%42.90%
2016-11.29%3.33%-6.45%20.38%5.21%10.89%6.03%1.90%4.15%13.03%-1.60%-7.90%38.81%
20153.41%-1.65%3.91%32.26%-11.79%-4.15%-8.89%-10.82%6.87%14.85%-2.68%-6.02%7.79%
2014-15.68%4.54%-2.77%6.10%-3.06%7.11%-0.74%3.72%24.49%14.83%5.82%-15.14%24.79%
20130.42%4.17%-6.00%-0.85%22.32%2.11%-8.94%9.44%2.44%-1.02%-3.78%3.20%22.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0855.HK is 57, 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 0855.HK is 5757
0855.HK (China Water Affairs Group Ltd)
The Sharpe Ratio Rank of 0855.HK is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of 0855.HK is 5757Sortino Ratio Rank
The Omega Ratio Rank of 0855.HK is 5555Omega Ratio Rank
The Calmar Ratio Rank of 0855.HK is 5656Calmar Ratio Rank
The Martin Ratio Rank of 0855.HK is 5656Martin 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 China Water Affairs Group Ltd (0855.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0855.HK
Sharpe ratio
The chart of Sharpe ratio for 0855.HK, currently valued at 0.35, compared to the broader market-2.00-1.000.001.002.003.000.35
Sortino ratio
The chart of Sortino ratio for 0855.HK, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.006.000.78
Omega ratio
The chart of Omega ratio for 0855.HK, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for 0855.HK, currently valued at 0.14, compared to the broader market0.002.004.006.000.14
Martin ratio
The chart of Martin ratio for 0855.HK, currently valued at 0.57, compared to the broader market-10.000.0010.0020.000.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.003.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market-10.000.0010.0020.008.02

Sharpe Ratio

The current China Water Affairs Group Ltd Sharpe ratio is 0.35. 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 China Water Affairs Group 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-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.35
2.12
0855.HK (China Water Affairs Group Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

China Water Affairs Group Ltd granted a 4.94% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.31 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$0.31HK$0.34HK$0.18HK$0.32HK$0.31HK$0.30HK$0.27HK$0.14HK$0.09HK$0.07HK$0.06HK$0.05

Dividend yield

4.94%7.93%2.79%2.86%5.12%5.15%3.22%1.98%1.78%1.88%1.70%1.74%

Monthly Dividends

The table displays the monthly dividend distributions for China Water Affairs Group Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.13HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.13
2023HK$0.00HK$0.16HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.18HK$0.00HK$0.00HK$0.00HK$0.34
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.18HK$0.00HK$0.00HK$0.00HK$0.18
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.16HK$0.00HK$0.00HK$0.16HK$0.32
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.16HK$0.00HK$0.00HK$0.15HK$0.31
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.16HK$0.00HK$0.00HK$0.14HK$0.30
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.15HK$0.00HK$0.00HK$0.12HK$0.27
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.06HK$0.00HK$0.00HK$0.08HK$0.14
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.05HK$0.00HK$0.00HK$0.04HK$0.09
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.04HK$0.00HK$0.00HK$0.03HK$0.07
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.03HK$0.06
2013HK$0.03HK$0.00HK$0.00HK$0.02HK$0.05

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%4.9%
China Water Affairs Group Ltd has a dividend yield of 4.94%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%32.3%
China Water Affairs Group Ltd has a payout ratio of 32.33%, which is quite average when compared to the overall market. This suggests that China Water Affairs Group 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.


-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-79.44%
-0.04%
0855.HK (China Water Affairs Group Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Water Affairs Group 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 China Water Affairs Group Ltd was 99.75%, occurring on Jul 30, 2003. The portfolio has not yet recovered.

The current China Water Affairs Group Ltd drawdown is 79.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.75%Jan 13, 2000756Jul 30, 2003
-18.46%Oct 14, 19993Oct 19, 199938Dec 10, 199941
-10.95%Dec 14, 199911Dec 29, 19994Jan 5, 200015
-5.67%Jan 6, 20001Jan 6, 20001Jan 7, 20002

Volatility

Volatility Chart

The current China Water Affairs Group Ltd volatility is 12.40%, 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%14.00%16.00%2024FebruaryMarchAprilMayJune
12.40%
2.24%
0855.HK (China Water Affairs Group Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

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