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China Railway Signal & Commun (3969.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE1000021L3
SectorIndustrials
IndustryRailroads

Highlights

Market CapHK$54.93B
EPSHK$0.24
PE Ratio8.37
Revenue (TTM)HK$37.14B
Gross Profit (TTM)HK$4.70B
EBITDA (TTM)HK$5.18B
Year RangeHK$2.31 - HK$3.48
Target PriceHK$4.88

Share Price Chart


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China Railway Signal & Commun

Performance

Performance Chart

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


-50.00%0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
-30.93%
154.96%
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Railway Signal & Commun had a return of 15.77% year-to-date (YTD) and 6.31% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.77%10.04%
1 month6.36%3.53%
6 months19.44%22.79%
1 year6.31%32.16%
5 years (annualized)-8.03%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.92%2.16%
2023-8.77%-3.85%-2.00%-3.27%9.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for China Railway Signal & Commun (3969.HK) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
3969.HK
China Railway Signal & Commun
0.19
^GSPC
S&P 500
2.76

Sharpe Ratio

The current China Railway Signal & Commun Sharpe ratio is 0.19. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.19
2.74
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

Dividends

Dividend History

China Railway Signal & Commun granted a 6.22% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.19 per share.


PeriodTTM20232022202120202019201820172016
DividendHK$0.19HK$0.19HK$0.20HK$0.24HK$0.22HK$0.23HK$0.18HK$0.11HK$0.03

Dividend yield

6.22%7.20%7.83%8.61%8.43%5.37%3.37%1.85%0.53%

Monthly Dividends

The table displays the monthly dividend distributions for China Railway Signal & Commun. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024HK$0.00HK$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.19HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.20HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.22HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2019HK$0.00HK$0.00HK$0.00HK$0.23HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.18HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2016HK$0.03HK$0.00HK$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%6.2%
China Railway Signal & Commun has a dividend yield of 6.22%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%78.0%
China Railway Signal & Commun has a payout ratio of 78.00%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-39.29%
0
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Railway Signal & Commun. 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 Railway Signal & Commun was 59.22%, occurring on Oct 5, 2020. The portfolio has not yet recovered.

The current China Railway Signal & Commun drawdown is 39.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.22%Apr 18, 2019362Oct 5, 2020
-48.87%Oct 20, 201578Feb 12, 2016560May 24, 2018638
-27.04%May 25, 2018114Nov 7, 201873Feb 26, 2019187
-11.96%Aug 12, 20159Aug 24, 201518Sep 18, 201527
-11.1%Feb 27, 201925Apr 2, 201910Apr 17, 201935

Volatility

Volatility Chart

The current China Railway Signal & Commun volatility is 9.77%, 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
9.77%
2.82%
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Railway Signal & Commun over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

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Other Non-Operating Income (Expenses)

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Other Items

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