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CMOC Group Ltd (3993.HK)

Equity · Currency in HKD · Last updated May 27, 2023

Company Info

ISINCNE100000114
SectorBasic Materials
IndustryOther Industrial Metals & Mining

Highlights

Market CapHK$115.73B
EPSHK$0.21
PE Ratio17.74
PEG RatioN/A
Revenue (TTM)HK$172.75B
Gross Profit (TTM)HK$16.06B
EBITDA (TTM)HK$11.82B
Year RangeHK$2.38 - HK$5.80
Target PriceHK$6.04

Share Price Chart


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Performance

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


60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2023FebruaryMarchAprilMay
81.20%
169.31%
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

S&P 500

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CMOC Group Ltd

Return

CMOC Group Ltd had a return of 13.33% year-to-date (YTD) and 10.83% in the last 12 months. Over the past 10 years, CMOC Group Ltd had an annualized return of 18.74%, outperforming the S&P 500 benchmark which had an annualized return of 10.86%.


PeriodReturnBenchmark
1 month-14.82%-0.59%
Year-To-Date13.33%7.47%
6 months21.07%4.51%
1 year10.83%-4.20%
5 years (annualized)-1.20%8.42%
10 years (annualized)18.74%10.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202325.56%-2.43%7.71%0.84%
2022-17.59%42.69%-0.28%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for CMOC Group Ltd (3993.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
3993.HK
CMOC Group Ltd
0.28
^GSPC
S&P 500
0.27

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 CMOC Group Ltd Sharpe ratio is 0.28. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00December2023FebruaryMarchAprilMay
0.28
0.07
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

Dividend History

CMOC Group Ltd granted a 2.05% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.08 per share.


PeriodTTM20222021202020192018201720162015201420132012
DividendHK$0.08HK$0.08HK$0.04HK$0.05HK$0.13HK$0.09HK$0.04HK$0.03HK$0.08HK$0.06HK$0.05HK$0.04

Dividend yield

2.05%2.33%0.99%0.96%3.92%3.58%0.88%1.78%6.10%4.76%5.53%4.37%

Monthly Dividends

The table displays the monthly dividend distributions for CMOC Group Ltd. 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$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.04HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.05HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.13HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2017HK$0.00HK$0.00HK$0.00HK$0.04HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.06HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2013HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.05HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2012HK$0.04

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%December2023FebruaryMarchAprilMay
-40.52%
-12.22%
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the CMOC Group Ltd. 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 CMOC Group Ltd is 92.34%, recorded on Oct 27, 2008. It took 2174 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.34%Oct 30, 2007243Oct 27, 20082174Sep 11, 20172417
-68.37%Mar 16, 2018497Mar 23, 2020222Feb 16, 2021719
-64.86%Feb 23, 2021412Oct 24, 2022
-28.9%Jul 10, 200729Aug 17, 200726Sep 24, 200755
-20.49%Jan 23, 201814Feb 9, 20187Feb 22, 201821

Volatility Chart

The current CMOC Group Ltd volatility is 10.75%, 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%December2023FebruaryMarchAprilMay
10.75%
4.15%
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)