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PExA AB (XSAT:PEXA B) 3-Year Sharpe Ratio : -0.26 (As of Jul. 07, 2025)


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What is PExA AB 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 (2025-07-07), PExA AB's 3-Year Sharpe Ratio is -0.26.


Competitive Comparison of PExA AB's 3-Year Sharpe Ratio

For the Medical Devices subindustry, PExA AB'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.


PExA AB's 3-Year Sharpe Ratio Distribution in the Medical Devices & Instruments Industry

For the Medical Devices & Instruments industry and Healthcare sector, PExA AB's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where PExA AB's 3-Year Sharpe Ratio falls into.


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PExA AB 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.


PExA AB  (XSAT:PEXA B) 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.


PExA AB 3-Year Sharpe Ratio Related Terms

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PExA AB Business Description

Traded in Other Exchanges
N/A
Address
Arvid Wallgrens Backe 20, Gothenburg, SWE, 413 46
PExA AB develops, manufactures, and markets a research tool for studying respiratory diseases, including asthma and chronic obstructive pulmonary disease (COPD). Its product includes PExA 2.0.

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