PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
China Railway Signal & Commun (3969.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE1000021L3
SectorIndustrials
IndustryRailroads

Highlights

Market CapHK$59.79B
EPSHK$0.34
PE Ratio9.66
Revenue (TTM)HK$36.02B
Gross Profit (TTM)HK$4.70B
EBITDA (TTM)HK$4.52B
Year RangeHK$2.31 - HK$3.62
Target PriceHK$4.68

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 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%December2024FebruaryMarchAprilMay
-21.75%
157.35%
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Railway Signal & Commun had a return of 31.15% year-to-date (YTD) and 12.91% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date31.15%11.24%
1 month8.25%4.04%
6 months42.08%16.49%
1 year12.91%26.17%
5 years (annualized)-2.89%13.76%
10 years (annualized)N/A10.70%

Monthly Returns

The table below presents the monthly returns of 3969.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.92%2.16%4.93%2.35%31.15%
20234.71%7.12%1.05%27.34%-13.04%-1.99%-3.72%-8.77%-3.85%-2.00%-3.27%9.70%8.04%
2022-3.51%3.27%-12.33%6.03%5.68%1.12%-4.20%-1.60%-12.55%3.70%11.61%2.00%-3.66%
202115.77%6.65%-0.62%-3.14%1.30%-0.62%-3.14%1.44%0.00%-3.19%0.37%4.01%18.80%
2020-13.33%6.10%-2.25%-2.05%-10.70%3.87%1.20%-6.82%-19.11%0.39%7.85%-5.45%-36.24%
201913.32%4.67%-4.46%-3.56%-10.42%10.08%-7.57%-10.48%3.19%-3.30%-10.45%3.57%-17.47%
2018-1.47%1.82%0.00%0.16%2.67%-9.14%-0.18%-0.18%-0.18%-5.06%5.13%-0.90%-7.77%
2017-1.07%7.05%5.74%-2.88%-5.40%6.74%1.49%-3.11%-1.01%4.78%-5.70%5.70%11.65%
2016-24.27%5.13%5.85%6.22%5.47%6.62%0.39%11.99%0.52%8.25%-1.59%-9.84%9.26%
2015-4.91%3.83%-1.44%-10.73%-6.19%-18.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 3969.HK is 50, 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 3969.HK is 5050
3969.HK (China Railway Signal & Commun)
The Sharpe Ratio Rank of 3969.HK is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of 3969.HK is 4949Sortino Ratio Rank
The Omega Ratio Rank of 3969.HK is 4646Omega Ratio Rank
The Calmar Ratio Rank of 3969.HK is 5252Calmar Ratio Rank
The Martin Ratio Rank of 3969.HK is 5151Martin 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 Railway Signal & Commun (3969.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3969.HK
Sharpe ratio
The chart of Sharpe ratio for 3969.HK, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.004.000.28
Sortino ratio
The chart of Sortino ratio for 3969.HK, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The chart of Omega ratio for 3969.HK, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for 3969.HK, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for 3969.HK, currently valued at 0.54, compared to the broader market-10.000.0010.0020.0030.000.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.23

Sharpe Ratio

The current China Railway Signal & Commun Sharpe ratio is 0.28. 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 Railway Signal & Commun 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-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.28
2.41
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

Dividends

Dividend History

China Railway Signal & Commun granted a 5.49% 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

5.49%7.20%7.83%8.52%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.00HK$0.00HK$0.00HK$0.00HK$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$0.00HK$0.19
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.20HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.20
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.22HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.22
2019HK$0.00HK$0.00HK$0.00HK$0.23HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.23
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.18HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.18
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.11
2016HK$0.03HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.5%
China Railway Signal & Commun has a dividend yield of 5.49%, 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%106.6%
China Railway Signal & Commun has a payout ratio of 106.60%, 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%December2024FebruaryMarchAprilMay
-31.22%
-0.20%
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 31.22%.


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 12.98%, 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%December2024FebruaryMarchAprilMay
12.98%
3.01%
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.

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