CITIC Securities (China) Performance
| 600030 Stock | 27.40 0.09 0.33% |
The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CITIC Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIC Securities is expected to be smaller as well. CITIC Securities now shows a risk of 2.4%. Please confirm CITIC Securities total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if CITIC Securities will be following its price patterns.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days CITIC Securities Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, CITIC Securities is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Payout Ratio 0.3626 | Last Split Factor 1.5:1 | Ex Dividend Date 2024-12-20 | Last Split Date 2010-06-24 |
1 | Chinas CITIC Securities Q3 profit rises 21.9 percent - Reuters | 10/29/2024 |
| Begin Period Cash Flow | 349 B |
CITIC |
CITIC Securities Relative Risk vs. Return Landscape
If you would invest 2,767 in CITIC Securities Co on October 22, 2024 and sell it today you would lose (27.00) from holding CITIC Securities Co or give up 0.98% of portfolio value over 90 days. CITIC Securities Co is generating 0.0128% of daily returns and assumes 2.4049% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than CITIC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CITIC Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIC Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CITIC Securities Co, and traders can use it to determine the average amount a CITIC Securities' 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 = 0.0053
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 600030 |
Estimated Market Risk
| 2.4 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CITIC Securities is not performing at its full potential. However, 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 Securities by adding CITIC Securities to a well-diversified portfolio.
CITIC Securities Fundamentals Growth
CITIC Stock prices reflect investors' perceptions of the future prospects and financial health of CITIC Securities, and CITIC Securities 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 | 0.0748 | |||
| Return On Asset | 0.0133 | |||
| Profit Margin | 0.33 % | |||
| Operating Margin | 0.55 % | |||
| Current Valuation | (110.34 B) | |||
| Shares Outstanding | 12.2 B | |||
| Price To Book | 1.41 X | |||
| Price To Sales | 6.35 X | |||
| Revenue | 59.43 B | |||
| Gross Profit | 33.12 B | |||
| Net Income | 19.72 B | |||
| Total Debt | 1.18 T | |||
| Book Value Per Share | 17.59 X | |||
| Cash Flow From Operations | (40.84 B) | |||
| Earnings Per Share | 1.31 X | |||
| Total Asset | 1.45 T | |||
| Retained Earnings | 93.45 B | |||
About CITIC Securities Performance
By analyzing CITIC Securities' fundamental ratios, stakeholders can gain valuable insights into CITIC Securities' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CITIC Securities 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 Securities has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
CITIC Securities is entity of China. It is traded as Stock on SHG exchange.Things to note about CITIC Securities performance evaluation
Checking the ongoing alerts about CITIC Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CITIC Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CITIC Securities generates negative cash flow from operations | |
| About 28.0% of the company shares are owned by insiders or employees |
- Analyzing CITIC Securities' 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 Securities' stock is overvalued or undervalued compared to its peers.
- Examining CITIC Securities' 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 Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of CITIC Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CITIC Securities' stock. These opinions can provide insight into CITIC Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CITIC Stock analysis
When running CITIC Securities' price analysis, check to measure CITIC Securities' 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 Securities is operating at the current time. Most of CITIC Securities' value examination focuses on studying past and present price action to predict the probability of CITIC Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIC Securities' price. Additionally, you may evaluate how the addition of CITIC Securities to your portfolios can decrease your overall portfolio volatility.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios |