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Shanghai Electric Group Co Ltd H (2727.HK)

Equity · Currency in HKD · Last updated Jun 1, 2023

Company Info

ISINCNE100000437
SectorIndustrials
IndustrySpecialty Industrial Machinery

Highlights

Market CapHK$71.02B
EPSHK$0.37
PE RatioN/A
PEG RatioN/A
Revenue (TTM)HK$113.93B
Gross Profit (TTM)HK$16.64B
EBITDA (TTM)HK$2.55B
Year RangeHK$1.51 - HK$2.23
Target PriceHK$2.27

Share Price Chart


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Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%2023FebruaryMarchAprilMay
10.50%
1.41%
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with 2727.HK

Shanghai Electric Group Co Ltd H

Return

Shanghai Electric Group Co Ltd H had a return of 13.64% year-to-date (YTD) and 2.04% in the last 12 months. Over the past 10 years, Shanghai Electric Group Co Ltd H had an annualized return of -1.91%, while the S&P 500 had an annualized return of 10.06%, indicating that Shanghai Electric Group Co Ltd H did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-5.66%-1.23%
Year-To-Date13.64%6.77%
6 months9.29%0.93%
1 year2.04%-4.20%
5 years (annualized)-5.77%8.01%
10 years (annualized)-1.91%10.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.11%-1.62%7.69%8.16%
202219.61%-3.83%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Shanghai Electric Group Co Ltd H (2727.HK) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
2727.HK
Shanghai Electric Group Co Ltd H
0.16
^GSPC
S&P 500
0.02

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Shanghai Electric Group Co Ltd H Sharpe ratio is 0.16. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMay
0.16
-0.02
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

Dividend History

Shanghai Electric Group Co Ltd H granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.00 per share.


PeriodTTM20222021202020192018201720162015201420132012
DividendHK$0.00HK$0.00HK$0.09HK$0.00HK$0.07HK$0.11HK$0.00HK$0.00HK$0.07HK$0.09HK$0.08HK$0.09

Dividend yield

0.00%0.00%3.63%0.00%2.86%4.72%0.00%0.00%2.02%2.57%3.30%3.41%

Monthly Dividends

The table displays the monthly dividend distributions for Shanghai Electric Group Co Ltd H. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023HK$0.00HK$0.00HK$0.00HK$0.00
2022HK$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$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$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$0.07HK$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$0.11HK$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$0.00
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2013HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2012HK$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00

Drawdowns Chart

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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%2023FebruaryMarchAprilMay
-74.21%
-12.79%
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Shanghai Electric Group Co Ltd H. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Shanghai Electric Group Co Ltd H is 82.73%, recorded on Oct 27, 2008. It took 1578 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.73%Oct 26, 2007245Oct 27, 20081578Apr 8, 20151823
-80.27%Apr 23, 20151811Oct 31, 2022
-34.26%Feb 27, 2006125Sep 26, 200680Jan 23, 2007205
-23.25%Feb 8, 200783Jun 13, 200746Aug 31, 2007129
-13.51%Oct 5, 200540Nov 30, 200525Jan 9, 200665

Volatility Chart

The current Shanghai Electric Group Co Ltd H volatility is 7.11%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%2023FebruaryMarchAprilMay
7.11%
3.41%
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)