PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Hansoh Pharmaceutical Group Co Ltd (3692.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKYG549581067
SectorHealthcare
IndustryDrug Manufacturers—Specialty & Generic

Highlights

Market CapHK$91.76B
PE Ratio27.64
Revenue (TTM)HK$10.10B
Gross Profit (TTM)HK$8.51B
EBITDA (TTM)HK$3.00B
Year RangeHK$9.28 - HK$17.24
Target PriceHK$17.71

Share Price Chart


Loading data...

Compare to other instruments

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


Hansoh Pharmaceutical Group Co Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Hansoh Pharmaceutical Group 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%0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
42.10%
15.91%
3692.HK (Hansoh Pharmaceutical Group Co Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hansoh Pharmaceutical Group Co Ltd had a return of 2.79% year-to-date (YTD) and 4.25% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.79%6.12%
1 month5.74%-1.08%
6 months42.11%15.73%
1 year4.25%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-25.63%17.75%12.17%
20236.00%38.27%7.33%-0.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 3692.HK is 62, suggesting that the investment has average results relative to the market 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 3692.HK is 6262
Hansoh Pharmaceutical Group Co Ltd(3692.HK)
The Sharpe Ratio Rank of 3692.HK is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of 3692.HK is 6262Sortino Ratio Rank
The Omega Ratio Rank of 3692.HK is 6060Omega Ratio Rank
The Calmar Ratio Rank of 3692.HK is 6262Calmar Ratio Rank
The Martin Ratio Rank of 3692.HK is 6161Martin 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 Hansoh Pharmaceutical Group Co Ltd (3692.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3692.HK
Sharpe ratio
The chart of Sharpe ratio for 3692.HK, currently valued at 0.43, compared to the broader market-2.00-1.000.001.002.003.000.43
Sortino ratio
The chart of Sortino ratio for 3692.HK, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.006.000.97
Omega ratio
The chart of Omega ratio for 3692.HK, currently valued at 1.11, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for 3692.HK, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.000.27
Martin ratio
The chart of Martin ratio for 3692.HK, currently valued at 1.03, compared to the broader market-10.000.0010.0020.0030.001.03
^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 7.65, compared to the broader market-10.000.0010.0020.0030.007.65

Sharpe Ratio

The current Hansoh Pharmaceutical Group Co Ltd Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.43
1.87
3692.HK (Hansoh Pharmaceutical Group Co Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Hansoh Pharmaceutical Group Co Ltd granted a 1.18% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.19 per share.


PeriodTTM202320222021
DividendHK$0.19HK$0.19HK$0.14HK$0.08

Dividend yield

1.18%1.21%0.94%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Hansoh Pharmaceutical Group 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$0.05HK$0.00HK$0.00HK$0.14HK$0.00HK$0.00HK$0.00
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.00HK$0.05HK$0.00HK$0.00HK$0.00
2021HK$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.2%
Hansoh Pharmaceutical Group Co Ltd has a dividend yield of 1.18%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%21.4%
Hansoh Pharmaceutical Group Co Ltd has a payout ratio of 21.36%, which is quite average when compared to the overall market. This suggests that Hansoh Pharmaceutical Group 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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-63.24%
-3.64%
3692.HK (Hansoh Pharmaceutical Group Co Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hansoh Pharmaceutical Group 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 Hansoh Pharmaceutical Group Co Ltd was 78.64%, occurring on Aug 21, 2023. The portfolio has not yet recovered.

The current Hansoh Pharmaceutical Group Co Ltd drawdown is 63.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.64%Jan 25, 2021633Aug 21, 2023
-21.59%Sep 4, 201967Dec 9, 201935Feb 3, 2020102
-20%Jul 24, 202011Aug 7, 2020101Jan 5, 2021112
-18.75%Mar 9, 202011Mar 23, 202034May 14, 202045
-15.81%Jul 8, 201921Aug 5, 201914Aug 23, 201935

Volatility

Volatility Chart

The current Hansoh Pharmaceutical Group Co Ltd volatility is 8.77%, 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%NovemberDecember2024FebruaryMarchApril
8.77%
3.47%
3692.HK (Hansoh Pharmaceutical Group Co Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Hansoh Pharmaceutical Group 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