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China Merchants Securities Co Ltd (6099.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE1000029Z6
SectorFinancial Services
IndustryCapital Markets

Highlights

Market CapHK$124.71B
EPSHK$0.99
PE Ratio6.49
Revenue (TTM)HK$19.19B
Gross Profit (TTM)HK$10.74B
Year RangeHK$5.57 - HK$8.19
Target PriceHK$8.01

Share Price Chart


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China Merchants Securities Co Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in China Merchants Securities Co Ltd, 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%December2024FebruaryMarchAprilMay
-21.83%
146.91%
6099.HK (China Merchants Securities Co Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Merchants Securities Co Ltd had a return of 5.16% year-to-date (YTD) and -8.29% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.16%11.24%
1 month1.36%4.04%
6 months3.07%16.49%
1 year-8.29%26.17%
5 years (annualized)-0.58%13.76%
10 years (annualized)N/A10.70%

Monthly Returns

The table below presents the monthly returns of 6099.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.61%6.68%-4.01%9.20%5.16%
202311.76%-9.12%-3.22%5.72%-6.42%-0.81%9.73%-8.25%-5.12%-5.69%-1.24%0.00%-14.16%
2022-8.38%-9.96%-6.19%-11.15%-1.22%5.06%-7.66%-0.96%-5.56%7.06%5.22%-0.13%-30.67%
20213.28%-9.01%-1.65%1.49%11.21%-6.45%-2.04%11.15%5.95%-1.28%-5.53%2.75%7.89%
2020-9.84%4.57%-8.41%-0.23%-11.07%13.76%14.99%5.49%-8.00%4.35%14.18%9.85%27.28%
20192.88%5.41%-1.59%-3.60%-15.20%5.94%-2.34%-3.51%0.80%0.45%-2.02%14.22%-1.32%
20189.24%-11.78%-3.77%-1.78%1.27%-4.83%-1.78%-9.28%3.85%-5.83%20.36%-2.62%-10.33%
2017-0.99%1.34%-1.82%-0.34%1.35%3.97%0.49%2.92%1.89%0.46%-7.54%0.83%2.11%
2016-2.67%7.71%-3.97%0.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 6099.HK is 24, indicating that it is in the bottom 24% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 6099.HK is 2424
6099.HK (China Merchants Securities Co Ltd)
The Sharpe Ratio Rank of 6099.HK is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of 6099.HK is 1818Sortino Ratio Rank
The Omega Ratio Rank of 6099.HK is 2020Omega Ratio Rank
The Calmar Ratio Rank of 6099.HK is 3030Calmar Ratio Rank
The Martin Ratio Rank of 6099.HK is 2828Martin 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 Merchants Securities Co Ltd (6099.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


6099.HK
Sharpe ratio
The chart of Sharpe ratio for 6099.HK, currently valued at -0.50, compared to the broader market-2.00-1.000.001.002.003.004.00-0.50
Sortino ratio
The chart of Sortino ratio for 6099.HK, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.61
Omega ratio
The chart of Omega ratio for 6099.HK, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for 6099.HK, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25
Martin ratio
The chart of Martin ratio for 6099.HK, currently valued at -0.74, compared to the broader market-10.000.0010.0020.0030.00-0.74
^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 Merchants Securities Co Ltd Sharpe ratio is -0.50. 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 Merchants Securities Co Ltd 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.50
2.41
6099.HK (China Merchants Securities Co Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

China Merchants Securities Co Ltd granted a 2.99% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.20 per share.


PeriodTTM2023202220212020201920182017
DividendHK$0.20HK$0.20HK$0.63HK$0.53HK$0.39HK$0.29HK$0.40HK$0.20

Dividend yield

2.99%3.15%8.27%4.46%3.34%3.02%4.05%1.77%

Monthly Dividends

The table displays the monthly dividend distributions for China Merchants Securities Co Ltd. 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$0.00HK$0.20HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.20
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.63HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.63
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.53HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.53
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.39HK$0.00HK$0.39
2019HK$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
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.40HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.40
2017HK$0.20HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.20

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.0%
China Merchants Securities Co Ltd has a dividend yield of 2.99%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%20.3%
China Merchants Securities Co Ltd has a payout ratio of 20.25%, which is quite average when compared to the overall market. This suggests that China Merchants Securities Co Ltd 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-43.32%
-0.20%
6099.HK (China Merchants Securities Co Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Merchants Securities Co Ltd. 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 Merchants Securities Co Ltd was 52.43%, occurring on Jan 22, 2024. The portfolio has not yet recovered.

The current China Merchants Securities Co Ltd drawdown is 43.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.43%Jan 21, 2021739Jan 22, 2024
-41.07%Jan 25, 2018576May 29, 202024Jul 6, 2020600
-32.16%Jul 7, 202063Oct 5, 202067Jan 12, 2021130
-14.74%Oct 17, 201738Dec 7, 201731Jan 24, 201869
-7.08%Nov 29, 2016113May 18, 201745Jul 21, 2017158

Volatility

Volatility Chart

The current China Merchants Securities Co Ltd volatility is 10.60%, 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%December2024FebruaryMarchAprilMay
10.60%
3.01%
6099.HK (China Merchants Securities Co Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Merchants Securities Co Ltd 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

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

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Other Items

0.00
Values in undefined except per share items