PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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$120.79B
EPSHK$0.73
PE Ratio6.48
Revenue (TTM)HK$19.79B
Gross Profit (TTM)HK$10.74B
Year RangeHK$5.57 - HK$8.43
Target PriceHK$8.20

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with 6099.HK

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%OctoberNovemberDecember2024FebruaryMarch
-30.44%
144.97%
6099.HK (China Merchants Securities Co Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Merchants Securities Co Ltd had a return of -6.42% year-to-date (YTD) and -18.39% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-6.42%10.16%
1 month-5.08%3.47%
6 months-12.70%22.20%
1 year-18.39%30.45%
5 years (annualized)-6.84%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.61%6.68%
2023-8.25%-5.12%-5.69%-1.24%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for China Merchants Securities Co Ltd (6099.HK) and compares them with a selected benchmark (^GSPC). These performance indicators 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
6099.HK
China Merchants Securities Co Ltd
-0.76
^GSPC
S&P 500
2.79

Sharpe Ratio

The current China Merchants Securities Co Ltd Sharpe ratio is -0.76. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.76
2.77
6099.HK (China Merchants Securities Co Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

China Merchants Securities Co Ltd granted a 3.36% 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

3.36%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024HK$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$0.00
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.63HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.53HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.39HK$0.00
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.29HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.40HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2017HK$0.20HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%3.4%
China Merchants Securities Co Ltd has a dividend yield of 3.36%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%27.4%
China Merchants Securities Co Ltd has a payout ratio of 27.37%, 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%OctoberNovemberDecember2024FebruaryMarch
-49.56%
0
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 49.56%.


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 6.24%, 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%OctoberNovemberDecember2024FebruaryMarch
6.24%
2.80%
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

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