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China Recycling Energy Corporation (CREG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS1689133098
CUSIP168913309
SectorUtilities
IndustryUtilities—Renewable

Highlights

Market Cap$9.16M
EPS-$0.53
Revenue (TTM)-$8.90K
Gross Profit (TTM)$867.43K
EBITDA (TTM)-$1.65M
Year Range$1.00 - $2.20
Target Price$3.50
Short %0.18%
Short Ratio0.27

Share Price Chart


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China Recycling Energy Corporation

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in China Recycling Energy Corporation, 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%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-99.93%
314.10%
CREG (China Recycling Energy Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

China Recycling Energy Corporation had a return of -27.10% year-to-date (YTD) and -26.14% in the last 12 months. Over the past 10 years, China Recycling Energy Corporation had an annualized return of -44.45%, while the S&P 500 had an annualized return of 10.96%, indicating that China Recycling Energy Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-27.10%10.04%
1 month-29.38%3.53%
6 months-8.50%22.79%
1 year-26.14%32.16%
5 years (annualized)-35.08%13.15%
10 years (annualized)-44.45%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-7.10%19.44%
2023-27.21%17.62%-15.93%5.62%39.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for China Recycling Energy Corporation (CREG) 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
CREG
China Recycling Energy Corporation
-0.27
^GSPC
S&P 500
2.76

Sharpe Ratio

The current China Recycling Energy Corporation Sharpe ratio is -0.27. 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
-0.27
2.76
CREG (China Recycling Energy Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


China Recycling Energy Corporation 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%OctoberNovemberDecember2024FebruaryMarch
-99.95%
0
CREG (China Recycling Energy Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Recycling Energy Corporation. 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 Recycling Energy Corporation was 99.96%, occurring on Oct 26, 2023. The portfolio has not yet recovered.

The current China Recycling Energy Corporation drawdown is 99.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.96%May 11, 20014665Oct 26, 2023
-93.33%May 3, 20011May 3, 20011May 4, 20012
-93.33%May 7, 20011May 7, 20011May 8, 20012
-73.33%May 9, 20011May 9, 20011May 10, 20012

Volatility

Volatility Chart

The current China Recycling Energy Corporation volatility is 19.20%, 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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
19.20%
2.82%
CREG (China Recycling Energy Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Recycling Energy Corporation 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


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Balance Sheet
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TTM
Revenue

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Operating Expenses

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Income

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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

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items