ABCCF (ABC arbitrage) 1-Year Sharpe Ratio: -1.36 (As of Jul. 03, 2026)


ABCCF ABC arbitrage SA ABCCF
65 GF Score
Price $6.49
GF Value $8.04
! 3 Warning Signs
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What is ABC arbitrage 1-Year Sharpe Ratio?

ABC arbitrage ABCCF 65 1-Year Sharpe Ratio is -1.36 as of Jul. 03, 2026. GuruFocus rates ABCCF with a GF Score™ of 65/100 and a GF Value™ of $8.04. The stock has 3 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-03), ABC arbitrage's 1-Year Sharpe Ratio is -1.36.

ABC arbitrage  (OTCPK:ABCCF) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. 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.

ABC arbitrage 1-Year Sharpe Ratio Related Terms

ABCCF vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, ABC arbitrage's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-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.

ABC arbitrage 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, ABC arbitrage's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where ABC arbitrage's 1-Year Sharpe Ratio falls into.


ABCCF
65GF Score
ABC arbitrage SA ABCCF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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ABC arbitrage 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -1.36 mean?
ABC arbitrage (ABCCF) has a 1-Year Sharpe Ratio of -1.36 as of Jul. 03, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for ABC arbitrage and its competitors.
Is ABC arbitrage's 1-Year Sharpe Ratio too high?
ABC arbitrage's current 1-Year Sharpe Ratio is -1.36. Overall, ABC arbitrage has a GF Score™ of 65/100, reflecting its overall financial health beyond just this single metric.
How does ABC arbitrage's 1-Year Sharpe Ratio compare to BLK and BX?
ABC arbitrage's 1-Year Sharpe Ratio of -1.36 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management industry context. However, 1-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 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for ABC arbitrage and its competitors. ABC arbitrage's current 1-Year Sharpe Ratio is -1.36. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ABC arbitrage stock overvalued right now?
ABC arbitrage (ABCCF) has a current 1-Year Sharpe Ratio of -1.36. The stock's GF Value™ is $8.04, compared to a current price of $6.49 — trading 19.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.36. ABC arbitrage's overall GF Score™ is 65/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For ABC arbitrage (ABCCF), the current 1-Year Sharpe Ratio is -1.36 as of Jul. 03, 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 ABC arbitrage (ABCCF) Overvalued in 2026?

Based on GuruFocus' analysis, ABC arbitrage stock appears to be undervalued. The current stock price of $6.49 is trading 19.3% below its estimated GF Value™ of $8.04.

Key valuation signals for ABCCF:

  • 1-Year Sharpe Ratio: -1.36
  • GF Value™: $8.04 vs. price of $6.49 (19.3% below fair value)
  • GF Score™: 65/100 with 3 warning signs

No single metric tells the full story. See the ABCCF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

ABC arbitrage Business Description

Address 18 rue du Quatre Septembre, Paris, FRA, 75002
ABC arbitrage SA is a France-based company engaged in the design of arbitration strategies in European and American financial markets. The group conducts two types of arbitrage strategies, including arbitrage without market risks, which exploits opportunities that are independent of directional or event risks, and arbitrage with market risks, where various risks involved are systematically identified and hedged using appropriate instruments. ABC Arbitrage also provides asset management services to institutional clients and advisory services for third-party institutional clients or qualified investors. The company's funds are managed by ABC Arbitrage Asset Management.
65GF Score

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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$6.49
Price
$8.04
GF Value