AGRPF (Absa Group) 1-Year Sharpe Ratio: -57.11 (As of Sep. 10, 2026)

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AGRPF Absa Group Ltd AGRPF
71 GF Score
Price $8.11
GF Value $6.87
! 2 Warning Signs
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What is Absa Group 1-Year Sharpe Ratio?

Absa Group AGRPF +0.58% 71 1-Year Sharpe Ratio is -57.11 as of Sep. 10, 2026. GuruFocus rates AGRPF with a GF Score™ of 71/100 and a GF Value™ of $6.87. The stock has 2 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 (2026-09-10), Absa Group's 1-Year Sharpe Ratio is -57.11.

Absa Group  (OTCPK:AGRPF) 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.

Absa Group 1-Year Sharpe Ratio Related Terms

AGRPF vs USB, PNC: 1-Year Sharpe Ratio Comparison

For the Banks - Regional subindustry, Absa Group'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.

Absa Group 1-Year Sharpe Ratio vs Banks Industry

For the Banks industry and Financial Services sector, Absa Group's 1-Year Sharpe Ratio distribution charts can be found below:

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


AGRPF
71GF Score
Absa Group Ltd AGRPF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Absa Group 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 -57.11 mean?
Absa Group (AGRPF) has a 1-Year Sharpe Ratio of -57.11 as of Sep. 10, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Absa Group and its competitors.
Is Absa Group's 1-Year Sharpe Ratio too high?
Absa Group's current 1-Year Sharpe Ratio is -57.11. Overall, Absa Group has a GF Score™ of 71/100, reflecting its overall financial health beyond just this single metric.
How does Absa Group's 1-Year Sharpe Ratio compare to USB and PNC?
Absa Group's 1-Year Sharpe Ratio of -57.11 can be compared against companies in the Banks 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 a Banks company?
A good 1-Year Sharpe Ratio depends on the Banks 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 Absa Group and its competitors. Absa Group's current 1-Year Sharpe Ratio is -57.11. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Absa Group stock overvalued right now?
Absa Group (AGRPF) has a current 1-Year Sharpe Ratio of -57.11. The stock's GF Value™ is $6.87, compared to a current price of $8.11 — trading 18% above its estimated fair value. The current 1-Year Sharpe Ratio is -57.11. Absa Group's overall GF Score™ is 71/100 with 2 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 Absa Group (AGRPF), the current 1-Year Sharpe Ratio is -57.11 as of Sep. 10, 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 Absa Group (AGRPF) Overvalued in 2026?

Based on GuruFocus' analysis, Absa Group stock appears to be overvalued. The current stock price of $8.11 is trading 18% above its estimated GF Value™ of $6.87.

Key valuation signals for AGRPF:

  • 1-Year Sharpe Ratio: -57.11
  • GF Value™: $6.87 vs. price of $8.11 (18% above fair value)
  • GF Score™: 71/100 with 2 warning signs

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

Absa Group Business Description

Address 15 Troye Street, PO Box 7735, 7th Floor, Absa Towers West, Johannesburg, GT, ZAF, 2000
Absa Group Ltd is a financial services company that has two main business segments: Personal and Private Banking offers a comprehensive range of product and services to the retail consumer segments. Customers are served through an extensive integrated channel network across physical and virtual points of presence, including partnerships, and more increasingly through digital. and Business Banking consists of business units and associated products where a designated client relationship exists. The business provides customers with a single relationship manager, supported by a team of specialists, rather than multiple touchpoints within the Group. Majority of the revenue is earn from Personal and Private Banking.
71GF Score

Get the complete analysis for AGRPF

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

$8.11
Price
$6.87
GF Value