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Jse (STU:JF6) 5-Year Sharpe Ratio : N/A (As of Jul. 13, 2025)


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What is Jse 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 (2025-07-13), Jse's 5-Year Sharpe Ratio is Not available.


Competitive Comparison of Jse's 5-Year Sharpe Ratio

For the Financial Data & Stock Exchanges subindustry, Jse'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.


Jse's 5-Year Sharpe Ratio Distribution in the Capital Markets Industry

For the Capital Markets industry and Financial Services sector, Jse's 5-Year Sharpe Ratio distribution charts can be found below:

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


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Jse 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.


Jse  (STU:JF6) 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.


Jse 5-Year Sharpe Ratio Related Terms

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Jse Business Description

Traded in Other Exchanges
Address
2 Gwen Lane, One Exchange Square, Sandown, Johannesburg, ZAF, 2196
Jse Ltd operates in South Africa but offers its services to local and global investors seeking exposure to the broader African continent. The Johannesburg Stock Exchange offers primary and secondary capital markets across a diverse range of securities, supported by its post-trade and regulatory services. JSE's main lines of business include Capital Markets, Post-Trade Services, and Information Services. The company's business model also emphasizes technological innovation to support and drive its trading, clearing, and settlement services. It offers five financial markets, principally equity and bonds, as well as financial, commodity, and interest-rate derivatives.

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