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Guotai Junan Securities Co Ltd (2611.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100002FK9
SectorFinancial Services
IndustryCapital Markets

Highlights

Market CapHK$131.27B
EPS (TTM)HK$1.02
PE Ratio8.19
Total Revenue (TTM)HK$51.74B
Gross Profit (TTM)HK$24.46B
Year RangeHK$7.17 - HK$9.62
Target PriceHK$10.45

Share Price Chart


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Guotai Junan Securities Co Ltd

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
-0.16%
15.20%
2611.HK (Guotai Junan Securities Co Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Guotai Junan Securities Co Ltd had a return of -1.98% year-to-date (YTD) and -7.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.98%15.04%
1 month-5.32%3.47%
6 months-0.16%15.07%
1 year-7.45%24.43%
5 years (annualized)-4.01%13.22%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of 2611.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.25%3.80%-4.77%-2.68%-0.60%-1.98%
20239.22%-3.13%2.58%5.87%-4.55%1.51%5.77%-5.35%-4.89%-0.23%3.32%-2.55%6.48%
2022-2.31%-2.54%-8.16%-3.59%-0.59%4.55%-4.50%0.00%-10.61%-4.92%14.63%-3.30%-21.17%
2021-0.18%-4.43%4.08%-1.43%5.42%-5.32%-5.62%11.36%3.12%-5.17%-2.44%16.57%14.20%
2020-9.56%4.33%-11.37%-3.29%-8.78%9.57%19.59%-5.62%-11.24%-6.15%13.09%-0.88%-14.80%
20195.56%4.55%0.11%-4.23%-20.17%4.04%-6.36%-12.24%9.12%-1.64%-0.83%15.97%-10.87%
201813.79%-8.28%-6.17%8.57%-1.41%-6.01%-2.40%-0.49%-0.62%2.61%-1.57%-2.58%-6.43%
2017-0.00%-0.88%3.95%5.02%-0.23%-1.52%8.43%-5.48%0.81%9.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2611.HK is 39, 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 2611.HK is 3939
2611.HK (Guotai Junan Securities Co Ltd)
The Sharpe Ratio Rank of 2611.HK is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of 2611.HK is 3535Sortino Ratio Rank
The Omega Ratio Rank of 2611.HK is 3535Omega Ratio Rank
The Calmar Ratio Rank of 2611.HK is 4343Calmar Ratio Rank
The Martin Ratio Rank of 2611.HK is 4141Martin 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 Guotai Junan Securities Co Ltd (2611.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


2611.HK
Sharpe ratio
The chart of Sharpe ratio for 2611.HK, currently valued at -0.19, compared to the broader market-2.00-1.000.001.002.003.00-0.19
Sortino ratio
The chart of Sortino ratio for 2611.HK, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.006.00-0.10
Omega ratio
The chart of Omega ratio for 2611.HK, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for 2611.HK, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for 2611.HK, currently valued at -0.41, compared to the broader market0.0010.0020.00-0.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.006.003.07
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 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.008.12

Sharpe Ratio

The current Guotai Junan Securities Co Ltd Sharpe ratio is -0.19. 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 Guotai Junan Securities Co 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
-0.19
2.16
2611.HK (Guotai Junan Securities Co Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Guotai Junan Securities Co Ltd granted a 5.39% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.44 per share.


PeriodTTM202320222021202020192018
DividendHK$0.44HK$0.59HK$0.80HK$0.67HK$0.43HK$0.31HK$0.49

Dividend yield

5.39%6.70%9.08%5.56%3.78%2.27%3.12%

Monthly Dividends

The table displays the monthly dividend distributions for Guotai Junan Securities Co 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$0.44HK$0.44
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.59HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.59
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.80HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.80
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.67HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.67
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.43HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.43
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.31HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.31
2018HK$0.49HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.49

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.4%
Guotai Junan Securities Co Ltd has a dividend yield of 5.39%, 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%43.2%
Guotai Junan Securities Co Ltd has a payout ratio of 43.23%, which is quite average when compared to the overall market. This suggests that Guotai Junan Securities Co 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-44.55%
0
2611.HK (Guotai Junan Securities Co Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Guotai Junan Securities Co 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 Guotai Junan Securities Co Ltd was 52.07%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current Guotai Junan Securities Co Ltd drawdown is 44.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.07%Jan 23, 20181176Oct 31, 2022
-8.21%Oct 30, 201725Dec 1, 201727Jan 12, 201852
-5.05%Apr 18, 201714May 9, 201720Jun 7, 201734
-4.99%Sep 25, 20174Sep 28, 20178Oct 12, 201712
-4.5%Jul 26, 201720Aug 22, 201717Sep 15, 201737

Volatility

Volatility Chart

The current Guotai Junan Securities Co Ltd volatility is 7.76%, 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%2024FebruaryMarchAprilMayJune
7.76%
2.29%
2611.HK (Guotai Junan Securities Co Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Guotai Junan Securities Co 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