PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Baozun Inc (9991.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKYG0891M1069
SectorConsumer Cyclical
IndustryInternet Retail

Highlights

Market CapHK$1.27B
EPS-HK$0.29
PE Ratio389.26
Revenue (TTM)HK$8.81B
Gross Profit (TTM)HK$3.46B
EBITDA (TTM)-HK$30.16M
Year RangeHK$4.96 - HK$13.32
Target PriceHK$8.47

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.


Baozun Inc

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Baozun Inc, 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
-90.69%
58.55%
9991.HK (Baozun Inc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Baozun Inc had a return of 11.40% year-to-date (YTD) and -33.39% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.40%10.00%
1 month22.19%2.41%
6 months5.68%16.70%
1 year-33.39%26.85%
5 years (annualized)N/A12.81%
10 years (annualized)N/A10.84%

Monthly Returns

The table below presents the monthly returns of 9991.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-18.09%4.35%-0.33%12.88%11.40%
202343.38%-12.53%-12.38%-19.39%-11.86%1.56%25.14%-22.70%-22.32%-2.30%-7.58%-0.71%-46.58%
2022-11.60%-9.14%-16.64%-12.06%26.68%13.98%-16.93%-9.15%-30.71%-31.84%3.68%22.80%-61.41%
202120.84%12.91%-20.70%-4.32%-1.16%7.35%-31.57%-11.36%-22.22%-1.10%-20.00%-5.42%-61.22%
2020-3.57%15.31%4.87%-10.36%4.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 9991.HK is 21, indicating that it is in the bottom 21% 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 9991.HK is 2121
9991.HK (Baozun Inc)
The Sharpe Ratio Rank of 9991.HK is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of 9991.HK is 1818Sortino Ratio Rank
The Omega Ratio Rank of 9991.HK is 2020Omega Ratio Rank
The Calmar Ratio Rank of 9991.HK is 2424Calmar Ratio Rank
The Martin Ratio Rank of 9991.HK is 2525Martin 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 Baozun Inc (9991.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


9991.HK
Sharpe ratio
The chart of Sharpe ratio for 9991.HK, currently valued at -0.59, compared to the broader market-2.00-1.000.001.002.003.004.00-0.59
Sortino ratio
The chart of Sortino ratio for 9991.HK, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.006.00-0.63
Omega ratio
The chart of Omega ratio for 9991.HK, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for 9991.HK, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36
Martin ratio
The chart of Martin ratio for 9991.HK, currently valued at -0.88, compared to the broader market-10.000.0010.0020.0030.00-0.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market-2.00-1.000.001.002.003.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market-10.000.0010.0020.0030.009.02

Sharpe Ratio

The current Baozun Inc Sharpe ratio is -0.59. 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 Baozun Inc 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
-0.59
2.32
9991.HK (Baozun Inc)
Benchmark (^GSPC)

Dividends

Dividend History


Baozun Inc 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
-94.58%
-0.33%
9991.HK (Baozun Inc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Baozun Inc. 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 Baozun Inc was 96.56%, occurring on Jan 22, 2024. The portfolio has not yet recovered.

The current Baozun Inc drawdown is 94.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.56%Feb 16, 2021723Jan 22, 2024
-26.58%Nov 10, 202035Dec 29, 202020Jan 27, 202155
-15.92%Jan 28, 20215Feb 3, 20213Feb 8, 20218
-5.87%Oct 15, 20203Oct 19, 20202Oct 21, 20205
-4.6%Oct 29, 20202Oct 30, 20204Nov 5, 20206

Volatility

Volatility Chart

The current Baozun Inc volatility is 16.43%, 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
16.43%
3.36%
9991.HK (Baozun Inc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Baozun Inc 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