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The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2026-09-06), SM Prime Holdings's 10-Year Sharpe Ratio is -0.23.
SM Prime Holdings (PHS:SMPH) 10-Year Sharpe Ratio Explanation
The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation 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.
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.
SM Prime Holdings 10-Year Sharpe Ratio Related Terms
SM Prime Holdings 10-Year Sharpe Ratio Competitor Comparison
For the Real Estate - Diversified subindustry, SM Prime Holdings's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-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.
SM Prime Holdings 10-Year Sharpe Ratio vs Real Estate Industry
For the Real Estate industry and Real Estate sector, SM Prime Holdings's 10-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where SM Prime Holdings's 10-Year Sharpe Ratio falls into.
SM Prime Holdings 10-Year Sharpe Ratio Calculation
The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe 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 investment returns over the past ten years.
SM Prime Holdings (PHS:SMPH) has a 10-Year Sharpe Ratio of -0.23 as of Sep. 06, 2026. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for SM Prime Holdings and its competitors.
Is SM Prime Holdings' 10-Year Sharpe Ratio too high?
SM Prime Holdings' current 10-Year Sharpe Ratio is -0.23. Overall, SM Prime Holdings has a GF Score™ of 92/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does SM Prime Holdings' 10-Year Sharpe Ratio compare to competitors?
SM Prime Holdings' 10-Year Sharpe Ratio of -0.23 can be compared against companies in the Real Estate industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 10-Year Sharpe Ratio for a Real Estate company?
A good 10-Year Sharpe Ratio depends on the Real Estate industry context. However, 10-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 10-Year Sharpe Ratio mean?
A high 10-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for SM Prime Holdings and its competitors. SM Prime Holdings's current 10-Year Sharpe Ratio is -0.23. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is SM Prime Holdings stock overvalued right now?
Based on GuruFocus' analysis, SM Prime Holdings (PHS:SMPH) is currently considered Modestly Undervalued. The stock's GF Value™ is ₱24.89, compared to a current price of ₱18.34 — trading 26.3% below its estimated fair value. The current 10-Year Sharpe Ratio is -0.23. SM Prime Holdings' overall GF Score™ is 92/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 10-Year Sharpe Ratio calculated?
10-Year Sharpe Ratio is calculated from a company's financial statements. For SM Prime Holdings (PHS:SMPH), the current 10-Year Sharpe Ratio is -0.23 as of Sep. 06, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is SM Prime Holdings (PHS:SMPH) Overvalued in 2026?
Based on GuruFocus' analysis, SM Prime Holdings stock appears to be undervalued.
The current stock price of ₱18.34 is trading 26.3% below its estimated GF Value™ of ₱24.89.
GuruFocus considers SM Prime Holdings to be Modestly Undervalued.
Key valuation signals for PHS:SMPH:
10-Year Sharpe Ratio: -0.23
GF Value™: ₱24.89 vs. price of ₱18.34 (26.3% below fair value)
No single metric tells the full story. See the PHS:SMPH stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
SM Prime Holdings Inc is an integrated property developer. It is engaged in acquiring and developing real estate, conducting and maintaining commercial shopping centers, and constructing and managing buildings such as condominiums, apartments, hotels, restaurants, stores, and other structures for mixed-use purposes. The company has four business segments, namely, malls, residential, commercial, and integrated property developments and hotels and convention centers. It generates maximum revenue from the Malls segment, which develops, conducts, operates, and maintains the business of commercial shopping centers for rent, amusement centers, or cinema theaters within the compound of the shopping centers.
92GF Score
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10-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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