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China Modern Dairy Holdings Ltd (1117.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKYG215791008
SectorConsumer Defensive
IndustryFarm Products

Highlights

Market CapHK$5.94B
PE Ratio37.50
Revenue (TTM)HK$13.46B
Gross Profit (TTM)HK$3.27B
EBITDA (TTM)HK$2.26B
Year RangeHK$0.60 - HK$0.94
Target PriceHK$0.96

Share Price Chart


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China Modern Dairy Holdings Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in China Modern Dairy Holdings 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%December2024FebruaryMarchAprilMay
-66.82%
348.77%
1117.HK (China Modern Dairy Holdings Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Modern Dairy Holdings Ltd had a return of 5.41% year-to-date (YTD) and -15.54% in the last 12 months. Over the past 10 years, China Modern Dairy Holdings Ltd had an annualized return of -12.93%, while the S&P 500 had an annualized return of 10.70%, indicating that China Modern Dairy Holdings Ltd did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.41%11.21%
1 month21.88%4.01%
6 months0.00%16.58%
1 year-15.54%26.14%
5 years (annualized)-4.24%13.81%
10 years (annualized)-12.93%10.70%

Monthly Returns

The table below presents the monthly returns of 1117.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.51%1.56%-0.00%-0.00%5.41%
202312.12%-3.60%-5.61%-3.96%-5.15%-9.27%2.44%-11.90%4.05%3.90%-5.00%-2.63%-23.92%
20220.76%9.10%-11.81%-9.45%-1.74%7.22%-12.71%0.97%-13.46%-11.12%21.25%2.07%-22.40%
202134.41%8.00%-31.11%5.38%-1.02%-10.20%-18.60%11.43%-5.13%-0.67%-10.89%0.00%-28.66%
2020-15.65%-3.10%-23.40%13.90%4.88%1.16%22.99%9.35%-11.97%0.00%28.16%40.90%61.73%
201921.80%18.94%15.05%-9.23%-13.56%13.72%6.90%-4.84%-3.39%-1.76%2.68%-0.00%47.43%
2018-0.66%-6.67%-4.28%-0.00%11.94%-1.33%-11.49%-8.40%-9.17%-10.09%-13.27%-8.23%-48.34%
20170.52%-0.52%-7.85%-4.55%-8.93%1.31%-9.68%10.00%10.39%-5.88%-2.50%-3.21%-20.95%
2016-29.35%7.75%11.11%-15.88%-1.40%-20.57%-8.92%19.61%19.67%15.76%21.89%-7.28%-4.97%
201513.58%11.95%-8.19%22.48%-1.90%-9.60%-10.04%-19.52%16.83%-0.84%-8.12%-6.51%-8.64%
2014-14.28%5.83%-12.60%-0.30%-3.62%-4.69%18.69%4.97%-5.26%-5.00%-26.90%-11.60%-47.38%
201310.23%9.71%-0.38%3.86%-1.86%-15.91%5.41%10.68%16.99%19.14%16.62%-0.24%95.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1117.HK is 24, indicating that it is in the bottom 24% 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 1117.HK is 2424
1117.HK (China Modern Dairy Holdings Ltd)
The Sharpe Ratio Rank of 1117.HK is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of 1117.HK is 1818Sortino Ratio Rank
The Omega Ratio Rank of 1117.HK is 2020Omega Ratio Rank
The Calmar Ratio Rank of 1117.HK is 3333Calmar Ratio Rank
The Martin Ratio Rank of 1117.HK is 2929Martin 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 Modern Dairy Holdings Ltd (1117.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1117.HK
Sharpe ratio
The chart of Sharpe ratio for 1117.HK, currently valued at -0.53, compared to the broader market-2.00-1.000.001.002.003.004.00-0.53
Sortino ratio
The chart of Sortino ratio for 1117.HK, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.61
Omega ratio
The chart of Omega ratio for 1117.HK, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for 1117.HK, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for 1117.HK, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market-10.000.0010.0020.0030.009.59

Sharpe Ratio

The current China Modern Dairy Holdings Ltd Sharpe ratio is -0.53. 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 Modern Dairy Holdings 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.53
2.51
1117.HK (China Modern Dairy Holdings Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

China Modern Dairy Holdings Ltd granted a 2.01% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.02 per share.


PeriodTTM202320222021202020192018201720162015
DividendHK$0.02HK$0.02HK$0.03HK$0.02HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.01

Dividend yield

2.01%2.12%3.09%1.85%0.00%0.00%0.00%0.00%0.00%0.62%

Monthly Dividends

The table displays the monthly dividend distributions for China Modern Dairy Holdings 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$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.02HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.02
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.02HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.02
2020HK$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
2019HK$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
2018HK$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
2017HK$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
2016HK$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
2015HK$0.01HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.01

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.0%
China Modern Dairy Holdings Ltd has a dividend yield of 2.01%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%65.6%
China Modern Dairy Holdings Ltd has a payout ratio of 65.57%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

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%December2024FebruaryMarchAprilMay
-81.11%
-0.21%
1117.HK (China Modern Dairy Holdings Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Modern Dairy Holdings 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 Modern Dairy Holdings Ltd was 84.98%, occurring on Apr 22, 2024. The portfolio has not yet recovered.

The current China Modern Dairy Holdings Ltd drawdown is 81.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.98%Nov 21, 20132563Apr 22, 2024
-46.67%Feb 7, 2011163Oct 4, 2011387May 2, 2013550
-30.42%May 3, 201348Jul 12, 201349Sep 23, 201397
-10.03%Oct 15, 201312Oct 30, 20132Nov 1, 201314
-9.77%Dec 10, 201010Dec 23, 201013Jan 12, 201123

Volatility

Volatility Chart

The current China Modern Dairy Holdings Ltd volatility is 8.36%, 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%December2024FebruaryMarchAprilMay
8.36%
3.12%
1117.HK (China Modern Dairy Holdings Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Quarterly

TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items