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Zai Lab Ltd (9688.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKYG9887T1168
SectorHealthcare
IndustryBiotechnology

Highlights

Market CapHK$15.99B
EPS-HK$0.35
Revenue (TTM)HK$291.07M
Gross Profit (TTM)-HK$145.39M
EBITDA (TTM)-HK$367.98M
Year RangeHK$10.56 - HK$28.25
Target PriceHK$39.07

Share Price Chart


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Zai Lab Ltd

Performance

Performance Chart

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


-100.00%-50.00%0.00%50.00%December2024FebruaryMarchAprilMay
-73.57%
59.09%
9688.HK (Zai Lab Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Zai Lab Ltd had a return of -25.02% year-to-date (YTD) and -36.16% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-25.02%11.05%
1 month44.70%4.86%
6 months-24.50%17.50%
1 year-36.16%27.37%
5 years (annualized)N/A13.14%
10 years (annualized)N/A10.90%

Monthly Returns

The table below presents the monthly returns of 9688.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-21.67%1.19%-24.30%0.78%-25.02%
202331.30%-13.00%-7.30%4.61%-5.14%-18.76%17.38%-15.01%-9.59%4.75%7.11%1.18%-12.60%
2022-31.90%18.51%-11.97%-8.34%-24.43%7.43%19.81%10.61%-22.71%-34.01%50.44%-9.56%-51.38%
202115.67%-7.36%-7.13%25.75%6.72%-1.23%-22.43%3.97%-23.73%-3.16%-30.83%-9.96%-51.06%
20205.08%0.62%28.99%24.28%69.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 9688.HK is 13, indicating that it is in the bottom 13% 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 9688.HK is 1313
9688.HK (Zai Lab Ltd)
The Sharpe Ratio Rank of 9688.HK is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of 9688.HK is 1313Sortino Ratio Rank
The Omega Ratio Rank of 9688.HK is 1515Omega Ratio Rank
The Calmar Ratio Rank of 9688.HK is 1717Calmar Ratio Rank
The Martin Ratio Rank of 9688.HK is 1111Martin 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 Zai Lab Ltd (9688.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


9688.HK
Sharpe ratio
The chart of Sharpe ratio for 9688.HK, currently valued at -0.73, compared to the broader market-2.00-1.000.001.002.003.004.00-0.73
Sortino ratio
The chart of Sortino ratio for 9688.HK, currently valued at -0.93, compared to the broader market-4.00-2.000.002.004.006.00-0.93
Omega ratio
The chart of Omega ratio for 9688.HK, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for 9688.HK, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48
Martin ratio
The chart of Martin ratio for 9688.HK, currently valued at -1.27, compared to the broader market-10.000.0010.0020.0030.00-1.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.006.003.52
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 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market-10.000.0010.0020.0030.009.57

Sharpe Ratio

The current Zai Lab Ltd Sharpe ratio is -0.73. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Zai Lab 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
-0.73
2.45
9688.HK (Zai Lab Ltd)
Benchmark (^GSPC)

Dividends

Dividend History


Zai Lab Ltd doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-89.28%
-0.32%
9688.HK (Zai Lab Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Zai Lab 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 Zai Lab Ltd was 92.94%, occurring on Apr 18, 2024. The portfolio has not yet recovered.

The current Zai Lab Ltd drawdown is 89.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.94%Jan 22, 2021795Apr 18, 2024
-13.09%Oct 14, 202014Nov 3, 20207Nov 12, 202021
-4.53%Dec 2, 20207Dec 10, 20204Dec 16, 202011
-3.35%Jan 5, 20213Jan 7, 20211Jan 8, 20214
-3.26%Dec 28, 20203Dec 30, 20201Dec 31, 20204

Volatility

Volatility Chart

The current Zai Lab Ltd volatility is 23.44%, 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%20.00%25.00%December2024FebruaryMarchAprilMay
23.44%
3.42%
9688.HK (Zai Lab Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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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

0.00

R&D Expenses

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Total Operating Expenses

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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