CITIC (Germany) Performance
| CPF0 Stock | EUR 5.10 0.05 0.97% |
On a scale of 0 to 100, CITIC holds a performance score of 9. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CITIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC is expected to be smaller as well. Please check CITIC's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether CITIC's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in CITIC LTD ADR5 are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, CITIC reported solid returns over the last few months and may actually be approaching a breakup point. ...more
CITIC |
CITIC Relative Risk vs. Return Landscape
If you would invest 415.00 in CITIC LTD ADR5 on August 29, 2024 and sell it today you would earn a total of 95.00 from holding CITIC LTD ADR5 or generate 22.89% return on investment over 90 days. CITIC LTD ADR5 is generating 0.368% of daily returns assuming 3.0634% volatility of returns over the 90 days investment horizon. Simply put, 27% of all stocks have less volatile historical return distribution than CITIC, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CITIC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CITIC LTD ADR5, and traders can use it to determine the average amount a CITIC's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1201
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Estimated Market Risk
| 3.06 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.37 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average CITIC is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CITIC by adding it to a well-diversified portfolio.
CITIC Fundamentals Growth
CITIC Stock prices reflect investors' perceptions of the future prospects and financial health of CITIC, and CITIC fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on CITIC Stock performance.
| Return On Equity | 0.0917 | |||
| Return On Asset | 0.0197 | |||
| Profit Margin | 0.08 % | |||
| Operating Margin | 0.37 % | |||
| Shares Outstanding | 5.82 B | |||
| Price To Earning | 4.04 X | |||
| Revenue | 954.85 B | |||
| EBITDA | 367.13 B | |||
| Cash And Equivalents | 979.63 B | |||
| Cash Per Share | 168.38 X | |||
| Total Debt | 1.6 T | |||
| Debt To Equity | 1.59 % | |||
| Book Value Per Share | 129.25 X | |||
| Cash Flow From Operations | 193.22 B | |||
| Earnings Per Share | 1.54 X | |||
About CITIC Performance
By analyzing CITIC's fundamental ratios, stakeholders can gain valuable insights into CITIC's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CITIC has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if CITIC has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
CITIC Limited operates in the financial services, resources and energy, manufacturing, engineering contracting, and real estate businesses in China and internationally. The company was founded in 1987 and is headquartered in Beijing, China. CITIC operates under Conglomerates classification in Germany and is traded on Frankfurt Stock Exchange. It employs 135304 people.Things to note about CITIC LTD ADR5 performance evaluation
Checking the ongoing alerts about CITIC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CITIC LTD ADR5 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CITIC LTD ADR5 had very high historical volatility over the last 90 days |
- Analyzing CITIC's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether CITIC's stock is overvalued or undervalued compared to its peers.
- Examining CITIC's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating CITIC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CITIC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CITIC's stock. These opinions can provide insight into CITIC's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CITIC Stock analysis
When running CITIC's price analysis, check to measure CITIC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CITIC is operating at the current time. Most of CITIC's value examination focuses on studying past and present price action to predict the probability of CITIC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIC's price. Additionally, you may evaluate how the addition of CITIC to your portfolios can decrease your overall portfolio volatility.
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