PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
China Merchants Bank Co Ltd Class H (3968.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE1000002M1
SectorFinancial Services
IndustryBanks - Regional

Highlights

Market CapHK$904.33B
EPS (TTM)HK$5.60
PE Ratio5.49
PEG Ratio0.58
Total Revenue (TTM)HK$330.87B
Year RangeHK$24.20 - HK$39.60
Target PriceHK$43.68

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.


China Merchants Bank Co Ltd Class H

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%700.00%800.00%2024FebruaryMarchAprilMayJune
686.33%
316.78%
3968.HK (China Merchants Bank Co Ltd Class H)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Merchants Bank Co Ltd Class H had a return of 28.86% year-to-date (YTD) and 3.17% in the last 12 months. Over the past 10 years, China Merchants Bank Co Ltd Class H had an annualized return of 13.21%, outperforming the S&P 500 benchmark which had an annualized return of 10.88%.


PeriodReturnBenchmark
Year-To-Date28.86%14.57%
1 month-7.64%2.97%
6 months35.85%14.93%
1 year3.17%24.71%
5 years (annualized)-0.15%13.14%
10 years (annualized)13.21%10.88%

Monthly Returns

The table below presents the monthly returns of 3968.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.96%7.01%1.31%10.99%1.31%28.86%
202316.49%-16.42%-5.65%-6.11%-3.32%-2.20%13.81%-19.38%5.48%-8.87%-8.39%-0.37%-34.34%
20227.51%1.08%-6.46%-22.18%4.38%5.00%-16.27%-4.95%-9.43%-29.32%51.94%11.35%-25.26%
202121.65%0.00%-0.34%5.56%14.53%-7.67%-8.51%8.53%-3.42%5.64%-8.01%0.41%26.64%
2020-5.37%-3.03%-4.76%6.14%-2.29%-1.79%5.25%2.35%-1.22%10.26%21.71%-0.20%26.86%
201919.16%5.26%5.97%1.83%-2.83%3.18%3.62%-9.04%4.48%0.54%-1.33%8.24%43.49%
201823.31%-13.82%-2.72%7.62%-6.65%-10.37%9.80%-1.79%5.65%-5.03%7.12%-11.28%-4.29%
20177.81%5.36%-0.48%-1.70%15.84%4.36%9.13%14.79%-6.95%8.38%2.86%1.63%77.39%
2016-18.47%-2.41%11.95%4.66%-6.57%8.78%0.36%13.73%3.50%-3.17%1.27%-5.11%4.15%
2015-10.79%1.96%7.01%23.81%0.64%-0.76%-11.28%-7.93%1.30%8.82%-10.47%0.44%-2.55%
2014-16.95%-0.73%3.23%-1.56%3.18%7.00%9.00%-6.32%-10.39%8.13%11.84%21.17%24.01%
20138.66%-9.47%-2.26%0.61%-5.20%-12.94%0.62%5.47%4.91%9.22%7.27%-0.00%4.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 3968.HK is 44, 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 3968.HK is 4444
3968.HK (China Merchants Bank Co Ltd Class H)
The Sharpe Ratio Rank of 3968.HK is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of 3968.HK is 4242Sortino Ratio Rank
The Omega Ratio Rank of 3968.HK is 4141Omega Ratio Rank
The Calmar Ratio Rank of 3968.HK is 4646Calmar Ratio Rank
The Martin Ratio Rank of 3968.HK is 4646Martin 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 China Merchants Bank Co Ltd Class H (3968.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3968.HK
Sharpe ratio
The chart of Sharpe ratio for 3968.HK, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.00-0.06
Sortino ratio
The chart of Sortino ratio for 3968.HK, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.006.000.20
Omega ratio
The chart of Omega ratio for 3968.HK, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for 3968.HK, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03
Martin ratio
The chart of Martin ratio for 3968.HK, currently valued at -0.10, compared to the broader market0.0010.0020.00-0.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.008.36

Sharpe Ratio

The current China Merchants Bank Co Ltd Class H Sharpe ratio is -0.06. 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 China Merchants Bank Co Ltd Class 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-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.06
2.21
3968.HK (China Merchants Bank Co Ltd Class H)
Benchmark (^GSPC)

Dividends

Dividend History

China Merchants Bank Co Ltd Class H granted a 5.39% dividend yield in the last twelve months. The annual payout for that period amounted to HK$1.89 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$1.89HK$1.89HK$1.78HK$1.50HK$1.31HK$1.07HK$1.01HK$0.84HK$0.81HK$0.85HK$0.78HK$0.77

Dividend yield

5.39%6.95%4.09%2.48%2.68%2.67%3.53%2.70%4.46%4.64%4.01%4.68%

Monthly Dividends

The table displays the monthly dividend distributions for China Merchants Bank Co Ltd Class 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$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.89HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.89
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.78HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.78
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.50HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.50
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.31HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.31
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.07HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.07
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.01HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.01
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.84HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.84
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.81HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.81
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.85HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.85
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.78HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.78
2013HK$0.77HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.77

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.4%
China Merchants Bank Co Ltd Class H has a dividend yield of 5.39%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%69.0%
China Merchants Bank Co Ltd Class H has a payout ratio of 68.97%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-45.45%
-0.43%
3968.HK (China Merchants Bank Co Ltd Class H)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Merchants Bank Co Ltd Class 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 China Merchants Bank Co Ltd Class H was 74.89%, occurring on Oct 27, 2008. Recovery took 1597 trading sessions.

The current China Merchants Bank Co Ltd Class H drawdown is 45.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.89%Oct 22, 2007251Oct 27, 20081597Apr 13, 20151848
-61.9%Feb 14, 2022177Oct 31, 2022
-48.02%Jun 5, 2015171Feb 12, 2016316May 25, 2017487
-27.46%Jan 25, 2018103Jun 28, 2018166Mar 1, 2019269
-24%Jun 21, 2019187Mar 19, 202071Jul 6, 2020258

Volatility

Volatility Chart

The current China Merchants Bank Co Ltd Class H volatility is 8.18%, 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%14.00%2024FebruaryMarchAprilMayJune
8.18%
2.34%
3968.HK (China Merchants Bank Co Ltd Class H)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Merchants Bank Co Ltd Class H 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

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