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Fuyao Glass Industry Group (3606.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100001TR7
SectorConsumer Cyclical
IndustryAuto Parts

Highlights

Market CapHK$135.27B
EPSHK$2.86
PE Ratio18.68
Revenue (TTM)HK$34.94B
Gross Profit (TTM)HK$9.56B
EBITDA (TTM)HK$8.85B
Year RangeHK$28.10 - HK$48.00
Target PriceHK$50.35

Share Price Chart


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Fuyao Glass Industry Group

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Fuyao Glass Industry Group, 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%120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2024FebruaryMarchApril
237.79%
149.04%
3606.HK (Fuyao Glass Industry Group)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fuyao Glass Industry Group had a return of 24.34% year-to-date (YTD) and 55.17% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date24.34%6.92%
1 month21.31%-2.83%
6 months26.34%23.86%
1 year55.17%23.33%
5 years (annualized)14.88%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-7.11%11.19%0.38%
20231.13%-0.70%2.81%3.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 3606.HK is 89, placing it in the top 11% 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 3606.HK is 8989
Fuyao Glass Industry Group(3606.HK)
The Sharpe Ratio Rank of 3606.HK is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of 3606.HK is 9090Sortino Ratio Rank
The Omega Ratio Rank of 3606.HK is 8888Omega Ratio Rank
The Calmar Ratio Rank of 3606.HK is 8282Calmar Ratio Rank
The Martin Ratio Rank of 3606.HK is 9393Martin 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 Fuyao Glass Industry Group (3606.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3606.HK
Sharpe ratio
The chart of Sharpe ratio for 3606.HK, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for 3606.HK, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for 3606.HK, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for 3606.HK, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for 3606.HK, currently valued at 11.61, compared to the broader market0.0010.0020.0030.0011.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Fuyao Glass Industry Group Sharpe ratio is 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.91
2.17
3606.HK (Fuyao Glass Industry Group)
Benchmark (^GSPC)

Dividends

Dividend History

Fuyao Glass Industry Group granted a 3.01% dividend yield in the last twelve months. The annual payout for that period amounted to HK$1.42 per share.


PeriodTTM20232022202120202019201820172016
DividendHK$1.42HK$1.42HK$1.21HK$0.91HK$0.82HK$0.87HK$1.38HK$0.85HK$0.89

Dividend yield

3.01%3.75%3.69%2.26%1.93%3.64%5.51%2.57%3.71%

Monthly Dividends

The table displays the monthly dividend distributions for Fuyao Glass Industry Group. 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$1.42HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$1.21HK$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$0.91HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.82HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.87HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.92HK$0.00HK$0.00HK$0.00HK$0.46HK$0.00HK$0.00
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.85HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2016HK$0.89HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.0%
Fuyao Glass Industry Group has a dividend yield of 3.01%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%49.8%
Fuyao Glass Industry Group has a payout ratio of 49.76%, which is quite average when compared to the overall market. This suggests that Fuyao Glass Industry Group 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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-21.56%
-2.92%
3606.HK (Fuyao Glass Industry Group)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fuyao Glass Industry Group. 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 Fuyao Glass Industry Group was 60.15%, occurring on Mar 15, 2022. The portfolio has not yet recovered.

The current Fuyao Glass Industry Group drawdown is 21.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.15%Feb 17, 2021266Mar 15, 2022
-51.14%Jan 11, 2018549Apr 2, 2020141Oct 30, 2020690
-39.73%May 27, 201563Aug 24, 2015242Aug 17, 2016305
-22.38%Jun 12, 201758Aug 30, 201749Nov 9, 2017107
-14.34%Nov 24, 202012Dec 9, 202012Dec 28, 202024

Volatility

Volatility Chart

The current Fuyao Glass Industry Group volatility is 12.09%, 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%NovemberDecember2024FebruaryMarchApril
12.09%
3.68%
3606.HK (Fuyao Glass Industry Group)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Fuyao Glass Industry Group 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