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Central China Real Estate (HKSE:00832) 10-Year Sortino Ratio : -0.33 (As of Jan. 29, 2025)


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What is Central China Real Estate 10-Year Sortino Ratio?

The 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. As of today (2025-01-29), Central China Real Estate's 10-Year Sortino Ratio is -0.33.


Competitive Comparison of Central China Real Estate's 10-Year Sortino Ratio

For the Real Estate - Development subindustry, Central China Real Estate's 10-Year Sortino Ratio, along with its competitors' market caps and 10-Year Sortino Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Central China Real Estate's 10-Year Sortino Ratio Distribution in the Real Estate Industry

For the Real Estate industry and Real Estate sector, Central China Real Estate's 10-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Central China Real Estate's 10-Year Sortino Ratio falls into.



Central China Real Estate 10-Year Sortino Ratio Calculation

The 10-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last ten year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 10-Year Sortino Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past ten year.

A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.


Central China Real Estate  (HKSE:00832) 10-Year Sortino Ratio Explanation

The 10-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past ten year. It is calculated as the annualized result of the average ten-year monthly excess returns divided by the standard deviation of negative returns in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.


Central China Real Estate 10-Year Sortino Ratio Related Terms

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Central China Real Estate Business Description

Traded in Other Exchanges
Address
Nongye East Road, Block E, Jianye Office Building, Henan Province, Zhengzhou, CHN
Central China Real Estate Ltd is a Hong Kong-based investment holding company principally engaged in property development, property leasing and hotel operations. The Company's main businesses include the development of property projects for sales and rental, as well as hotel operations. Its properties include Zhengzhou Tianzhu, Zhengzhou Triumph Plaza, Pingdingshan Eighteen Cities, and Jiaozuo Xiuwu Forest Peninsula, among others. Its hotels include Le Meridien Zhengzhou, Aloft Zhengzhou Shangjie, and Holiday Inn Nanyang, among others. The Company is also involved in the businesses of cultural tourism projects and light-asset model projects. The Company mainly operates businesses in Henan, China.
Executives
Joy Bright Investments Limited 2101 Beneficial owner
Wu Po Sum 2201 Interest of corporation controlled by you
You Dao Fa Zhan Guo Ji Xiang Gang You Xian Gong Si 2101 Beneficial owner
He Nan Tong Cheng Zhi Ye You Xian Gong Si 2201 Interest of corporation controlled by you
He Nan Sheng Tie Lu Jian She Tou Zi Ji Tuan You Xian Gong Si 2201 Interest of corporation controlled by you

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