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Alibaba Group Holding Ltd (9988.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKYG017191142
SectorConsumer Cyclical
IndustryInternet Retail

Highlights

Market CapHK$1.51T
EPSHK$7.76
PE Ratio18.17
PEG Ratio0.57
Revenue (TTM)HK$941.17B
Gross Profit (TTM)HK$314.36B
EBITDA (TTM)HK$172.10B
Year RangeHK$64.60 - HK$98.64
Target PriceHK$107.22

Share Price Chart


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Alibaba Group Holding Ltd

Popular comparisons: 9988.HK vs. 0700.HK, 9988.HK vs. ^HSI, 9988.HK vs. 9909.HK, 9988.HK vs. 9618.HK, 9988.HK vs. 3690.HK, 9988.HK vs. AMZN, 9988.HK vs. 9888.HK

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Alibaba Group Holding 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%-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-57.01%
68.58%
9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Alibaba Group Holding Ltd had a return of 5.22% year-to-date (YTD) and 3.66% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.22%11.24%
1 month5.64%4.04%
6 months8.47%16.49%
1 year3.66%26.17%
5 years (annualized)N/A13.76%
10 years (annualized)N/A10.70%

Monthly Returns

The table below presents the monthly returns of 9988.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.00%4.82%-3.64%5.84%5.22%
202324.75%-19.61%16.07%-18.28%-5.06%4.24%20.07%-7.49%-5.10%-6.48%-9.12%5.35%-11.14%
2022-3.53%-9.15%7.58%-8.92%-5.73%16.26%-16.80%1.29%-17.34%-21.17%30.02%7.95%-27.46%
20216.29%-5.83%-5.34%2.27%-6.22%4.27%-14.09%-12.43%-14.08%14.63%-21.90%-6.60%-48.79%
2020-3.28%-0.20%-8.30%7.42%-1.37%7.87%17.37%14.96%-2.55%6.39%-10.85%-11.17%12.07%
20195.76%4.44%10.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 9988.HK is 34, 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 9988.HK is 3434
9988.HK (Alibaba Group Holding Ltd)
The Sharpe Ratio Rank of 9988.HK is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of 9988.HK is 3030Sortino Ratio Rank
The Omega Ratio Rank of 9988.HK is 3030Omega Ratio Rank
The Calmar Ratio Rank of 9988.HK is 3838Calmar Ratio Rank
The Martin Ratio Rank of 9988.HK is 3636Martin 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 Alibaba Group Holding Ltd (9988.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


9988.HK
Sharpe ratio
The chart of Sharpe ratio for 9988.HK, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.004.00-0.22
Sortino ratio
The chart of Sortino ratio for 9988.HK, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.06
Omega ratio
The chart of Omega ratio for 9988.HK, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for 9988.HK, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10
Martin ratio
The chart of Martin ratio for 9988.HK, currently valued at -0.42, compared to the broader market-10.000.0010.0020.0030.00-0.42
^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 Alibaba Group Holding Ltd Sharpe ratio is -0.22. 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 Alibaba Group Holding 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
-0.22
2.41
9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Alibaba Group Holding Ltd granted a 1.23% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.98 per share.


PeriodTTM2023
DividendHK$0.98HK$0.98

Dividend yield

1.23%1.29%

Monthly Dividends

The table displays the monthly dividend distributions for Alibaba Group Holding 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$0.98HK$0.98

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.2%
Alibaba Group Holding Ltd has a dividend yield of 1.23%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%12.6%
Alibaba Group Holding Ltd has a payout ratio of 12.58%, which is below the market average. This means Alibaba Group Holding Ltd returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-73.76%
-0.20%
9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alibaba Group Holding 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 Alibaba Group Holding Ltd was 80.01%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current Alibaba Group Holding Ltd drawdown is 73.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.01%Oct 29, 2020496Oct 31, 2022
-23.97%Jan 15, 202047Mar 23, 202069Jul 6, 2020116
-11.4%Sep 3, 202017Sep 25, 20209Oct 12, 202026
-10.86%Jul 10, 20205Jul 16, 202027Aug 24, 202032
-7.35%Nov 29, 20194Dec 4, 201911Dec 19, 201915

Volatility

Volatility Chart

The current Alibaba Group Holding Ltd volatility is 13.07%, 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%14.00%16.00%December2024FebruaryMarchAprilMay
13.07%
3.01%
9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Alibaba Group Holding 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

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