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Guangzhou R&F Properties Co Ltd (2777.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100000569
SectorReal Estate
IndustryReal Estate—Development

Highlights

Market CapHK$3.38B
PE Ratio5.02
Revenue (TTM)HK$33.83B
Gross Profit (TTM)-HK$1.61B
EBITDA (TTM)HK$814.99M
Year RangeHK$0.84 - HK$2.26
Target PriceHK$1.07

Share Price Chart


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Guangzhou R&F Properties Co Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Guangzhou R&F Properties 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.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-28.18%
15.62%
2777.HK (Guangzhou R&F Properties Co Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Guangzhou R&F Properties Co Ltd had a return of -30.70% year-to-date (YTD) and -54.86% in the last 12 months. Over the past 10 years, Guangzhou R&F Properties Co Ltd had an annualized return of -17.54%, while the S&P 500 had an annualized return of 10.50%, indicating that Guangzhou R&F Properties Co Ltd did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-30.70%5.90%
1 month-23.30%-1.28%
6 months-28.18%15.51%
1 year-54.86%21.68%
5 years (annualized)-42.59%11.74%
10 years (annualized)-17.54%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.53%0.00%-14.71%
20235.00%-12.70%8.18%-4.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2777.HK is 16, indicating that it is in the bottom 16% of the market 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 2777.HK is 1616
Guangzhou R&F Properties Co Ltd(2777.HK)
The Sharpe Ratio Rank of 2777.HK is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of 2777.HK is 1717Sortino Ratio Rank
The Omega Ratio Rank of 2777.HK is 2020Omega Ratio Rank
The Calmar Ratio Rank of 2777.HK is 1818Calmar Ratio Rank
The Martin Ratio Rank of 2777.HK is 77Martin 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 Guangzhou R&F Properties Co Ltd (2777.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


2777.HK
Sharpe ratio
The chart of Sharpe ratio for 2777.HK, currently valued at -0.68, compared to the broader market-2.00-1.000.001.002.003.00-0.68
Sortino ratio
The chart of Sortino ratio for 2777.HK, currently valued at -0.97, compared to the broader market-4.00-2.000.002.004.006.00-0.97
Omega ratio
The chart of Omega ratio for 2777.HK, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for 2777.HK, currently valued at -0.55, compared to the broader market0.001.002.003.004.005.00-0.55
Martin ratio
The chart of Martin ratio for 2777.HK, currently valued at -1.50, compared to the broader market-10.000.0010.0020.0030.00-1.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Guangzhou R&F Properties Co Ltd Sharpe ratio is -0.68. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.68
1.87
2777.HK (Guangzhou R&F Properties Co Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Guangzhou R&F Properties Co Ltd 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$0.87HK$1.36HK$1.41HK$1.40HK$1.18HK$1.41HK$0.36HK$0.63HK$0.78

Dividend yield

0.00%0.00%0.00%29.98%13.66%9.82%11.86%6.70%15.06%3.81%6.62%6.86%

Monthly Dividends

The table displays the monthly dividend distributions for Guangzhou R&F Properties Co Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024HK$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$0.00
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$0.75HK$0.00HK$0.00HK$0.12HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.94HK$0.00HK$0.00HK$0.43HK$0.00HK$0.00HK$0.00
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.94HK$0.00HK$0.00HK$0.47HK$0.00HK$0.00HK$0.00
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.95HK$0.00HK$0.00HK$0.46HK$0.00HK$0.00HK$0.00
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.79HK$0.00HK$0.00HK$0.00HK$0.39HK$0.00HK$0.00HK$0.00
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.06HK$0.00HK$0.00HK$0.35HK$0.00HK$0.00HK$0.00
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.36HK$0.00HK$0.00HK$0.00
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.63HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2013HK$0.63HK$0.00HK$0.00HK$0.15HK$0.00HK$0.00HK$0.00

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%NovemberDecember2024FebruaryMarchApril
-94.93%
-3.80%
2777.HK (Guangzhou R&F Properties Co Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Guangzhou R&F Properties 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 Guangzhou R&F Properties Co Ltd was 94.93%, occurring on Apr 16, 2024. The portfolio has not yet recovered.

The current Guangzhou R&F Properties Co Ltd drawdown is 94.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.93%Jan 29, 20181528Apr 16, 2024
-92.55%Nov 2, 2007241Oct 28, 20082283Jan 26, 20182524
-37.53%May 10, 200632Jun 23, 200685Oct 23, 2006117
-24.59%Jan 17, 200732Mar 5, 200715Mar 26, 200747
-21.61%Jul 25, 200718Aug 17, 20076Aug 27, 200724

Volatility

Volatility Chart

The current Guangzhou R&F Properties Co Ltd volatility is 13.33%, 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%NovemberDecember2024FebruaryMarchApril
13.33%
3.42%
2777.HK (Guangzhou R&F Properties Co Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Guangzhou R&F Properties 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

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items