PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
China Securities Co Ltd HK (6066.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100002B89
SectorFinancial Services
IndustryCapital Markets

Highlights

Market CapHK$74.54B
EPS (TTM)HK$0.74
PE Ratio14.78
Year RangeHK$5.09 - HK$17.48
Target PriceHK$7.47

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.


Performance

Performance Chart

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


0.00%50.00%100.00%150.00%200.00%MayJuneJulyAugustSeptemberOctober
80.92%
15.00%
6066.HK (China Securities Co Ltd HK)
Benchmark (^GSPC)

Returns By Period

China Securities Co Ltd HK had a return of 43.95% year-to-date (YTD) and 32.26% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date43.95%22.85%
1 month80.19%4.16%
6 months76.73%15.77%
1 year32.26%35.40%
5 years (annualized)16.03%14.46%
10 years (annualized)N/A12.04%

Monthly Returns

The table below presents the monthly returns of 6066.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.77%6.22%-6.17%1.18%4.17%-7.36%0.28%-4.52%67.42%43.95%
202318.89%-5.05%-0.78%4.18%7.65%-5.83%18.28%-9.34%-5.03%-11.22%4.12%-5.87%4.83%
20222.70%-5.25%-10.60%-1.89%0.69%19.93%-11.78%0.68%-18.81%-5.17%20.91%-0.73%-15.40%
202110.48%-10.72%0.39%-11.08%9.59%-5.33%-14.19%11.23%2.47%-5.50%-1.70%5.18%-12.70%
2020-8.48%12.19%-9.42%14.56%-4.47%32.32%32.50%-0.86%-5.90%-13.65%13.46%-3.01%58.18%
201929.89%22.84%-1.69%-4.15%-16.89%8.32%-2.06%-2.64%3.61%-5.05%-1.84%25.61%56.53%
20185.35%-7.68%-2.97%-0.46%-1.23%-13.08%-4.84%-10.36%-4.41%-2.42%12.49%-6.91%-32.81%
2017-2.06%4.65%3.15%0.42%2.21%-3.41%1.59%1.70%0.56%-0.70%-5.17%2.06%4.66%
20160.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 6066.HK is 61, 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 6066.HK is 6161
Combined Rank
The Sharpe Ratio Rank of 6066.HK is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of 6066.HK is 6060Sortino Ratio Rank
The Omega Ratio Rank of 6066.HK is 6969Omega Ratio Rank
The Calmar Ratio Rank of 6066.HK is 6464Calmar Ratio Rank
The Martin Ratio Rank of 6066.HK is 5555Martin 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 Securities Co Ltd HK (6066.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


6066.HK
Sharpe ratio
The chart of Sharpe ratio for 6066.HK, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.41
Sortino ratio
The chart of Sortino ratio for 6066.HK, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.001.30
Omega ratio
The chart of Omega ratio for 6066.HK, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for 6066.HK, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for 6066.HK, currently valued at 1.46, compared to the broader market-10.000.0010.0020.0030.001.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-4.00-2.000.002.004.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market-10.000.0010.0020.0030.0016.98

Sharpe Ratio

The current China Securities Co Ltd HK Sharpe ratio is 0.41. 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 Securities Co Ltd HK 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-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.41
2.68
6066.HK (China Securities Co Ltd HK)
Benchmark (^GSPC)

Dividends

Dividend History

China Securities Co Ltd HK granted a 2.90% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.27 per share.


PeriodTTM2023202220212020201920182017
DividendHK$0.27HK$0.29HK$0.46HK$0.45HK$0.26HK$0.20HK$0.20HK$0.21

Dividend yield

2.90%4.25%6.78%5.28%2.48%3.05%4.59%2.98%

Monthly Dividends

The table displays the monthly dividend distributions for China Securities Co Ltd HK. 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$0.27HK$0.00HK$0.00HK$0.00HK$0.27
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.29HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.29
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.46HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.46
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.45HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.45
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.26HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.26
2019HK$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
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.20HK$0.00HK$0.20
2017HK$0.21HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.9%
China Securities Co Ltd HK has a dividend yield of 2.90%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%37.2%
China Securities Co Ltd HK has a payout ratio of 37.22%, which is quite average when compared to the overall market. This suggests that China Securities Co Ltd HK strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-44.87%
0
6066.HK (China Securities Co Ltd HK)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Securities Co Ltd HK. 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 Securities Co Ltd HK was 53.52%, occurring on Sep 4, 2024. Recovery took 17 trading sessions.

The current China Securities Co Ltd HK drawdown is 44.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.52%Jul 7, 20201027Sep 4, 202417Oct 2, 20241044
-46.6%Jan 29, 2018173Oct 11, 201889Feb 22, 2019262
-44.87%Oct 8, 20244Oct 14, 2024
-34.56%Mar 7, 2019105Aug 9, 2019142Mar 5, 2020247
-30.85%Mar 6, 202012Mar 23, 202048Jun 3, 202060

Volatility

Volatility Chart

The current China Securities Co Ltd HK volatility is 66.05%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%MayJuneJulyAugustSeptemberOctober
66.05%
2.93%
6066.HK (China Securities Co Ltd HK)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for China Securities Co Ltd HK.


Loading data...

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