PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
China Railway Signal & Communication Corporation L...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorIndustrials
IndustryRailroads

Highlights

Market Cap$6.56B
EPS (TTM)$0.42
PE Ratio9.45
Total Revenue (TTM)$34.57B
Gross Profit (TTM)$9.26B
EBITDA (TTM)$4.79B
Year Range$2.80 - $4.29

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in China Railway Signal & Communication Corporation Limited, 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%AprilMayJuneJulyAugustSeptember
-17.69%
113.55%
CRYCY (China Railway Signal & Communication Corporation Limited)
Benchmark (^GSPC)

Returns By Period

China Railway Signal & Communication Corporation Limited had a return of 35.16% year-to-date (YTD) and 26.96% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date35.16%17.95%
1 month0.00%3.13%
6 months10.67%9.95%
1 year26.96%24.88%
5 years (annualized)-2.73%13.37%
10 years (annualized)N/A10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.15%0.33%15.01%2.41%8.15%-3.59%2.60%0.71%35.16%
20236.21%5.79%3.08%23.89%-9.60%-5.22%-3.07%-8.44%-4.77%-2.66%-4.73%5.03%1.20%
2022-0.64%2.70%-10.03%5.90%3.38%-4.22%-1.60%-12.55%3.71%4.80%9.23%-1.65%
202115.78%6.59%2.27%-6.00%2.04%-0.54%-3.22%1.37%0.99%-0.27%-4.52%2.58%16.53%
2020-13.04%5.73%-1.71%-2.08%-10.69%9.75%1.19%-3.56%-21.85%0.34%7.88%-5.47%-32.32%
201913.07%4.64%-4.47%-3.48%-10.37%10.47%-7.75%-10.55%3.13%-3.28%-10.33%4.04%-17.04%
20181.65%2.73%-9.15%-0.21%-0.20%0.13%-8.16%8.67%-0.95%-6.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CRYCY is 77, placing it in the top 23% 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 CRYCY is 7777
CRYCY (China Railway Signal & Communication Corporation Limited)
The Sharpe Ratio Rank of CRYCY is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of CRYCY is 7676Sortino Ratio Rank
The Omega Ratio Rank of CRYCY is 7878Omega Ratio Rank
The Calmar Ratio Rank of CRYCY is 8080Calmar Ratio Rank
The Martin Ratio Rank of CRYCY is 7474Martin 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 China Railway Signal & Communication Corporation Limited (CRYCY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CRYCY
Sharpe ratio
The chart of Sharpe ratio for CRYCY, currently valued at 0.98, compared to the broader market-4.00-2.000.002.000.98
Sortino ratio
The chart of Sortino ratio for CRYCY, currently valued at 1.74, compared to the broader market-6.00-4.00-2.000.002.004.001.74
Omega ratio
The chart of Omega ratio for CRYCY, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for CRYCY, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.000.92
Martin ratio
The chart of Martin ratio for CRYCY, currently valued at 3.51, compared to the broader market-10.00-5.000.005.0010.0015.0020.003.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market-4.00-2.000.002.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.009.70

Sharpe Ratio

The current China Railway Signal & Communication Corporation Limited Sharpe ratio is 0.98. 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 China Railway Signal & Communication Corporation Limited 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 Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.98
2.03
CRYCY (China Railway Signal & Communication Corporation Limited)
Benchmark (^GSPC)

Dividends

Dividend History

China Railway Signal & Communication Corporation Limited granted a 6.02% dividend yield in the last twelve months. The annual payout for that period amounted to $0.24 per share.


PeriodTTM202320222021202020192018
Dividend$0.24$0.24$0.25$0.31$0.54$0.30$0.24

Dividend yield

6.02%7.70%7.79%8.74%16.12%5.33%3.36%

Monthly Dividends

The table displays the monthly dividend distributions for China Railway Signal & Communication Corporation Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.24
2023$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2022$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.00$0.25
2021$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.00$0.31
2020$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.00$0.54
2019$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2018$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.0%
China Railway Signal & Communication Corporation Limited has a dividend yield of 6.02%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%56.2%
China Railway Signal & Communication Corporation Limited has a payout ratio of 56.22%, which is quite average when compared to the overall market. This suggests that China Railway Signal & Communication Corporation Limited 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-28.95%
-0.73%
CRYCY (China Railway Signal & Communication Corporation Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Railway Signal & Communication Corporation Limited. 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 Railway Signal & Communication Corporation Limited was 57.71%, occurring on Aug 29, 2022. The portfolio has not yet recovered.

The current China Railway Signal & Communication Corporation Limited drawdown is 28.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.71%Apr 18, 2019598Aug 29, 2022
-26.88%May 29, 201899Nov 7, 201872Feb 26, 2019171
-11.11%Feb 27, 201925Apr 2, 201911Apr 17, 201936
-1.32%Apr 27, 20181Apr 27, 20181Apr 30, 20182
-0.66%May 3, 20181May 3, 20181May 4, 20182

Volatility

Volatility Chart

The current China Railway Signal & Communication Corporation Limited volatility is 0.00%, 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%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember0
4.36%
CRYCY (China Railway Signal & Communication Corporation Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Railway Signal & Communication Corporation Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for China Railway Signal & Communication Corporation Limited.


Loading data...

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items