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China Construction Bank (HKSE:00939) 3-Year Sharpe Ratio : 0.55 (As of Jul. 23, 2025)


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What is China Construction Bank 3-Year Sharpe Ratio?

The 3-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past three years. As of today (2025-07-23), China Construction Bank's 3-Year Sharpe Ratio is 0.55.


Competitive Comparison of China Construction Bank's 3-Year Sharpe Ratio

For the Banks - Diversified subindustry, China Construction Bank's 3-Year Sharpe Ratio, along with its competitors' market caps and 3-Year Sharpe 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.


China Construction Bank's 3-Year Sharpe Ratio Distribution in the Banks Industry

For the Banks industry and Financial Services sector, China Construction Bank's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where China Construction Bank's 3-Year Sharpe Ratio falls into.


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China Construction Bank 3-Year Sharpe Ratio Calculation

The 3-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last three years. A stock / portfolio's 3-Year Sharpe Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past three years.


China Construction Bank  (HKSE:00939) 3-Year Sharpe Ratio Explanation

The 3-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past three years. It is calculated as the annualized result of the average three-year monthly excess returns divided by its standard deviation in the three-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.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


China Construction Bank 3-Year Sharpe Ratio Related Terms

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China Construction Bank Business Description

Address
No. 25, Financial Street, Xicheng District, Beijing, CHN, 100033
China Construction Bank is the second-largest bank in China, with headquarters in Beijing. The bank went public on the Hong Kong Stock Exchange in 2005 and listed shares in mainland China in 2007. Central Huijin Investment, China's sovereign wealth fund manager, is the largest shareholder with a 57% share. Fullerton Financial Holdings (a subsidiary of Temasek) is the second-largest shareholder with a 4.99% stake. CCB strives to provide customers with comprehensive financial services. The corporate banking, retail banking, and wholesale banking business segments accounted for 36%, 57%, and 7% of profit before tax, respectively, in 2022.
Executives
Ping An Asset Management Co., Ltd. 2102 Investment manager
Zhong Guo Ping An Bao Xian Ji Tuan Gu Fen You Xian Gong Si 2201 Interest of corporation controlled by you

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