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Brilliance China Automotive Holdings Limited (1114...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG1368B1028
SectorConsumer Cyclical
IndustryAuto Manufacturers

Highlights

Market CapHK$33.55B
PE Ratio3.96
Revenue (TTM)HK$1.12B
Gross Profit (TTM)HK$180.73M
EBITDA (TTM)-HK$191.38M
Year RangeHK$1.71 - HK$6.80
Target PriceHK$9.20

Share Price Chart


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Brilliance China Automotive Holdings Limited

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Brilliance China Automotive Holdings Limited, 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%December2024FebruaryMarchAprilMay
-99.85%
309.83%
1114.HK (Brilliance China Automotive Holdings Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brilliance China Automotive Holdings Limited had a return of 92.50% year-to-date (YTD) and 286.41% in the last 12 months. Over the past 10 years, Brilliance China Automotive Holdings Limited had an annualized return of 2.91%, while the S&P 500 had an annualized return of 10.70%, indicating that Brilliance China Automotive Holdings Limited did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date92.50%11.24%
1 month4.84%4.04%
6 months97.96%16.49%
1 year286.41%26.17%
5 years (annualized)16.13%13.76%
10 years (annualized)2.91%10.70%

Monthly Returns

The table below presents the monthly returns of 1114.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.91%8.85%18.68%51.14%92.50%
20236.64%4.83%-11.99%-4.64%-8.51%5.98%30.72%2.72%21.32%-7.23%16.71%3.82%66.58%
20220.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-53.70%31.66%-1.80%-40.14%
2021-13.23%14.10%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.84%
2020-13.74%-5.31%-3.33%13.01%-5.96%2.36%18.69%-12.48%4.75%-7.98%3.14%1.89%-9.63%
201926.59%4.20%1.17%10.93%-7.53%8.27%-0.23%6.49%2.44%3.09%-6.91%-0.00%54.78%
2018-4.31%5.50%-22.37%-13.55%3.53%-3.41%-27.68%21.48%1.77%-45.43%1.17%-15.75%-71.82%
20172.81%11.11%6.56%0.31%11.50%-2.20%39.10%2.38%2.72%-4.73%3.95%1.95%96.65%
2016-23.79%-14.67%26.66%-4.23%-1.82%5.43%8.17%3.02%-1.92%7.18%17.92%-1.66%10.91%
201514.12%7.03%-1.84%-2.28%-17.12%0.00%-15.04%-8.95%-2.14%18.90%-8.53%-1.12%-20.94%
2014-5.86%-0.67%0.34%1.01%7.34%13.06%0.00%-1.24%-5.57%-0.35%-1.34%-5.75%-0.60%
20139.22%2.68%-14.77%4.17%-5.90%-2.68%6.55%22.98%2.10%17.46%-0.00%-6.78%33.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 1114.HK is 97, placing it in the top 3% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1114.HK is 9797
1114.HK (Brilliance China Automotive Holdings Limited)
The Sharpe Ratio Rank of 1114.HK is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of 1114.HK is 9898Sortino Ratio Rank
The Omega Ratio Rank of 1114.HK is 9797Omega Ratio Rank
The Calmar Ratio Rank of 1114.HK is 9393Calmar Ratio Rank
The Martin Ratio Rank of 1114.HK is 9999Martin 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 Brilliance China Automotive Holdings Limited (1114.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1114.HK
Sharpe ratio
The chart of Sharpe ratio for 1114.HK, currently valued at 4.66, compared to the broader market-2.00-1.000.001.002.003.004.004.66
Sortino ratio
The chart of Sortino ratio for 1114.HK, currently valued at 4.96, compared to the broader market-4.00-2.000.002.004.006.004.96
Omega ratio
The chart of Omega ratio for 1114.HK, currently valued at 1.71, compared to the broader market0.501.001.502.001.71
Calmar ratio
The chart of Calmar ratio for 1114.HK, currently valued at 2.37, compared to the broader market0.002.004.006.002.37
Martin ratio
The chart of Martin ratio for 1114.HK, currently valued at 44.90, compared to the broader market-10.000.0010.0020.0030.0044.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.23

Sharpe Ratio

The current Brilliance China Automotive Holdings Limited Sharpe ratio is 4.66. 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 Brilliance China Automotive Holdings Limited 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 Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
4.66
2.41
1114.HK (Brilliance China Automotive Holdings Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Brilliance China Automotive Holdings Limited granted a 36.66% dividend yield in the last twelve months. The annual payout for that period amounted to HK$2.46 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$2.46HK$1.92HK$0.00HK$0.00HK$0.30HK$0.85HK$0.11HK$0.11HK$0.11HK$0.11HK$0.11HK$0.10

Dividend yield

36.66%44.14%0.00%0.00%4.27%10.52%1.89%0.53%1.03%1.13%0.88%0.79%

Monthly Dividends

The table displays the monthly dividend distributions for Brilliance China Automotive Holdings Limited. 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$1.50HK$0.00HK$1.50
2023HK$0.00HK$0.96HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.96HK$0.00HK$0.00HK$0.00HK$0.00HK$1.92
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.30HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.30
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.74HK$0.11HK$0.00HK$0.00HK$0.00HK$0.85
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.11
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.11
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.11
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.11
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.11
2013HK$0.10HK$0.00HK$0.00HK$0.10

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-99.86%
-0.20%
1114.HK (Brilliance China Automotive Holdings Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brilliance China Automotive Holdings Limited. 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 Brilliance China Automotive Holdings Limited was 100.00%, occurring on Oct 27, 2008. The portfolio has not yet recovered.

The current Brilliance China Automotive Holdings Limited drawdown is 99.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Nov 19, 19992257Oct 27, 2008
-1.71%Nov 3, 19991Nov 3, 19993Nov 8, 19994
-1.03%Oct 25, 19992Oct 26, 19994Nov 1, 19996
-0.33%Nov 11, 19992Nov 15, 19991Nov 17, 19993

Volatility

Volatility Chart

The current Brilliance China Automotive Holdings Limited volatility is 9.39%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
9.39%
3.01%
1114.HK (Brilliance China Automotive Holdings Limited)
Benchmark (^GSPC)

Financials

Financial Performance

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

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Operating Expenses

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Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Other Non-Operating Income (Expenses)

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Effect Of Accounting Charges

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Minority Interest

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Other Items

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Values in undefined except per share items