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China Railway Signal & Commun (3969.HK)

Equity · Currency in HKD · Last updated Jun 1, 2023

Company Info

ISINCNE1000021L3
SectorIndustrials
IndustryRailroads

Highlights

Market CapHK$60.72B
EPSHK$0.36
PE Ratio8.37
PEG RatioN/A
Revenue (TTM)HK$40.77B
Gross Profit (TTM)HK$4.70B
EBITDA (TTM)HK$4.85B
Year RangeHK$2.13 - HK$3.69
Target PriceHK$4.33

Share Price Chart


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Performance

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.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%2023FebruaryMarchAprilMay
29.56%
1.41%
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with 3969.HK

China Railway Signal & Commun

Return

China Railway Signal & Commun had a return of 25.49% year-to-date (YTD) and 22.19% in the last 12 months. Over the past 10 years, China Railway Signal & Commun had an annualized return of -4.69%, while the S&P 500 had an annualized return of 9.93%, indicating that China Railway Signal & Commun did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-12.57%-0.08%
Year-To-Date25.49%6.77%
6 months28.00%1.41%
1 year22.19%-3.48%
5 years (annualized)-7.18%8.19%
10 years (annualized)-4.69%9.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.71%7.12%1.05%27.34%
202211.61%2.00%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for China Railway Signal & Commun (3969.HK) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that 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
1.06
^GSPC
S&P 500
0.02

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current China Railway Signal & Commun Sharpe ratio is 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.001.502.002.502023FebruaryMarchAprilMay
1.06
-0.02
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

Dividend History

China Railway Signal & Commun granted a 6.24% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.20 per share.


PeriodTTM2022202120202019201820172016
DividendHK$0.20HK$0.20HK$0.24HK$0.22HK$0.23HK$0.18HK$0.11HK$0.03

Dividend yield

6.24%7.83%9.17%9.84%6.69%4.36%2.47%0.72%

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
2023HK$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

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%2023FebruaryMarchAprilMay
-39.08%
-12.79%
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the China Railway Signal & Commun. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the China Railway Signal & Commun is 59.22%, recorded on Oct 5, 2020. The portfolio has not recovered from it yet.


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
-11.09%Mar 15, 201913Apr 2, 201910Apr 17, 201923

Volatility Chart

The current China Railway Signal & Commun volatility is 8.29%, 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%2023FebruaryMarchAprilMay
8.29%
3.41%
3969.HK (China Railway Signal & Commun)
Benchmark (^GSPC)