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Concord Securities Co (ROCO:6016) 3-Year Sharpe Ratio : -0.03 (As of Jul. 12, 2025)


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What is Concord Securities Co 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 (2025-07-12), Concord Securities Co's 3-Year Sharpe Ratio is -0.03.


Competitive Comparison of Concord Securities Co's 3-Year Sharpe Ratio

For the Capital Markets subindustry, Concord Securities Co'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.


Concord Securities Co's 3-Year Sharpe Ratio Distribution in the Capital Markets Industry

For the Capital Markets industry and Financial Services sector, Concord Securities Co's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Concord Securities Co's 3-Year Sharpe Ratio falls into.


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Concord Securities Co 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.


Concord Securities Co  (ROCO:6016) 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.


Concord Securities Co 3-Year Sharpe Ratio Related Terms

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Concord Securities Co Business Description

Traded in Other Exchanges
N/A
Address
Section 1, Keelung Road, B1, B2, No. 176, Xinyi District, Taipei, TWN
Concord Securities Co Ltd is a Taiwan-based company that engages in transactions such as securities, proprietary and brokerage, underwriting, financing customers' acquisition and short-sales; providing agency services for share affairs; assisting in futures trading; and other business as approved by relevant authorities. The company's reporting segments are Proprietary, Brokerage, Underwriting, and Other. The majority of its revenue is generated from the Brokerage segment, which engages in securities brokerage and margin purchase and short sale. The Proprietary segment engages in trading securities and futures transactions for hedging, and the Underwriting segment engages in efforts underwriting or firm commitment underwritings.

Concord Securities Co Headlines

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