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Shanghai Electric Group Co Ltd H (2727.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100000437
SectorIndustrials
IndustrySpecialty Industrial Machinery

Highlights

Market CapHK$68.63B
EPS (TTM)HK$0.02
PE Ratio90.00
Total Revenue (TTM)HK$86.29B
Gross Profit (TTM)HK$16.86B
EBITDA (TTM)HK$6.29B
Year RangeHK$1.38 - HK$1.90
Target PriceHK$1.75

Share Price Chart


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Compare to other instruments

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


Popular comparisons: 2727.HK vs. 3993.HK, 2727.HK vs. SPY, 2727.HK vs. ^NIFTY200

Performance

Performance Chart

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%MayJuneJulyAugustSeptemberOctober
20.00%
8.62%
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

Returns By Period

Shanghai Electric Group Co Ltd H had a return of 10.43% year-to-date (YTD) and 5.88% in the last 12 months. Over the past 10 years, Shanghai Electric Group Co Ltd H had an annualized return of -7.36%, while the S&P 500 had an annualized return of 11.26%, indicating that Shanghai Electric Group Co Ltd H did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.43%19.50%
1 month19.21%3.09%
6 months16.13%10.74%
1 year5.88%33.68%
5 years (annualized)-5.34%14.10%
10 years (annualized)-7.36%11.26%

Monthly Returns

The table below presents the monthly returns of 2727.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.43%7.53%-3.18%5.26%-1.88%-2.55%-0.65%-2.63%18.24%10.43%
20235.11%-1.62%7.69%8.16%-5.66%-8.50%3.83%-7.37%3.98%-9.84%1.21%-2.40%-7.39%
2022-10.08%2.34%-5.94%-6.80%2.08%-1.53%1.55%-4.08%-17.02%-1.92%19.61%-3.83%-26.05%
202119.33%3.87%-5.09%-3.57%-22.96%-0.48%-3.02%15.10%10.41%-10.25%1.83%6.73%4.56%
2020-9.77%-4.76%-6.82%17.08%-10.83%2.80%8.64%-4.60%-8.33%5.26%1.36%6.72%-7.03%
20199.60%6.21%2.41%2.68%-9.48%4.74%-3.53%-9.53%2.43%-5.14%0.41%6.23%4.99%
2018-1.24%-7.24%-7.80%5.15%4.89%-12.00%3.96%-6.46%13.41%-8.60%4.31%-6.02%-18.98%
20172.30%13.24%-4.23%-4.68%-7.90%10.95%-3.20%-2.20%-3.10%2.91%-13.56%5.23%-7.21%
2016-17.27%-2.06%6.31%-7.91%2.45%-2.70%-0.92%7.14%6.09%-1.91%4.18%-7.22%-15.57%
201515.26%-3.15%11.06%54.69%4.15%-22.52%-24.33%-10.65%-1.64%14.25%-14.55%0.48%
2014-12.06%6.85%3.77%10.55%-7.90%11.43%14.25%-1.73%21.47%-6.05%19.85%-11.18%50.89%
2013-3.02%-1.87%-4.13%-9.93%6.25%-7.14%0.38%9.96%-3.84%-0.72%2.19%0.71%-12.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2727.HK is 38, 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 2727.HK is 3838
2727.HK (Shanghai Electric Group Co Ltd H)
The Sharpe Ratio Rank of 2727.HK is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of 2727.HK is 3434Sortino Ratio Rank
The Omega Ratio Rank of 2727.HK is 3333Omega Ratio Rank
The Calmar Ratio Rank of 2727.HK is 4141Calmar Ratio Rank
The Martin Ratio Rank of 2727.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 Shanghai Electric Group Co Ltd H (2727.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


2727.HK
Sharpe ratio
The chart of Sharpe ratio for 2727.HK, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.04
Sortino ratio
The chart of Sortino ratio for 2727.HK, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.29
Omega ratio
The chart of Omega ratio for 2727.HK, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for 2727.HK, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for 2727.HK, currently valued at 0.08, compared to the broader market-10.000.0010.0020.000.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market-4.00-2.000.002.002.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.71, compared to the broader market-4.00-2.000.002.004.003.72
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.501.001.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.96, compared to the broader market-10.000.0010.0020.0016.96

Sharpe Ratio

The current Shanghai Electric Group Co Ltd H Sharpe ratio is 0.04. 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 Shanghai Electric Group Co Ltd H 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-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.04
2.68
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

Dividends

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.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.07HK$0.11HK$0.00HK$0.00HK$0.07HK$0.09HK$0.08

Dividend yield

0.00%0.00%0.00%3.63%0.00%2.73%4.40%0.00%0.00%1.81%2.28%2.84%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2023HK$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
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$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09
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$0.07HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.07
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.00HK$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$0.00HK$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$0.00HK$0.00HK$0.00HK$0.00HK$0.07HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.07
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09
2013HK$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-76.79%
-1.20%
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Shanghai Electric Group Co Ltd H. 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 Shanghai Electric Group Co Ltd H was 82.73%, occurring on Oct 27, 2008. Recovery took 1578 trading sessions.

The current Shanghai Electric Group Co Ltd H drawdown is 76.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.73%Oct 26, 2007245Oct 27, 20081578Apr 8, 20151823
-82.21%Apr 23, 20152112Jan 22, 2024
-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

Volatility Chart

The current Shanghai Electric Group Co Ltd H volatility is 10.38%, 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.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
10.38%
3.36%
2727.HK (Shanghai Electric Group Co Ltd H)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Shanghai Electric Group Co Ltd H compared to its peers in the Specialty Industrial Machinery industry.


PE Ratio
50.0100.0150.0200.0250.090.0

The chart displays the price to earnings (P/E) ratio for 2727.HK in comparison to other companies of the Specialty Industrial Machinery industry. Currently, 2727.HK has a PE value of 90.0. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

PEG Ratio
-3,000.0-2,500.0-2,000.0-1,500.0-1,000.0-500.00.00.0

The chart displays the price to earnings to growth (PEG) ratio for 2727.HK in comparison to other companies of the Specialty Industrial Machinery industry. Currently, 2727.HK has a PEG value of 0.0. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Shanghai Electric Group Co Ltd H.


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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