GURUFOCUS.COM » STOCK LIST » Industrials » Business Services » Ipsos SA (FRA:IPZ) » Definitions » 5-Year Sharpe Ratio

Ipsos (FRA:IPZ) 5-Year Sharpe Ratio : 0.58 (As of Jul. 15, 2025)


View and export this data going back to 2003. Start your Free Trial

What is Ipsos 5-Year Sharpe Ratio?

The 5-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past five years. As of today (2025-07-15), Ipsos's 5-Year Sharpe Ratio is 0.58.


Competitive Comparison of Ipsos's 5-Year Sharpe Ratio

For the Consulting Services subindustry, Ipsos's 5-Year Sharpe Ratio, along with its competitors' market caps and 5-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.


Ipsos's 5-Year Sharpe Ratio Distribution in the Business Services Industry

For the Business Services industry and Industrials sector, Ipsos's 5-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Ipsos's 5-Year Sharpe Ratio falls into.


;
;

Ipsos 5-Year Sharpe Ratio Calculation

The 5-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last five years. A stock / portfolio's 5-Year Sharpe Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past five years.


Ipsos  (FRA:IPZ) 5-Year Sharpe Ratio Explanation

The 5-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past five years. It is calculated as the annualized result of the average five-year monthly excess returns divided by its standard deviation in the five-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.


Ipsos 5-Year Sharpe Ratio Related Terms

Thank you for viewing the detailed overview of Ipsos's 5-Year Sharpe Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


Ipsos Business Description

Traded in Other Exchanges
Address
35, rue du Val de Marne, Paris, FRA, 75013
Ipsos SA is a French market research and consulting firm. The company conducts research in advertising, media, technology, government, and consumer businesses. It uses opinion polls, company surveys, and customer relationship management to help its clients. In addition, Ipsos collects and processes data to measure the impact of marketing and business activities. The majority of the company's revenue is derived from Europe, although operations in the Americas and Asia have grown via acquisitions. Some of the company's greatest acquisitions include Mori from the United Kingdom and Synovate from Canada.

Ipsos Headlines

No Headlines