VGI PCL (BKK:VGI-R) 1-Year Sharpe Ratio: -1.80 (As of Jun. 30, 2026)


BKK:VGI-R VGI PCL BKK:VGI-R
62 GF Score
Price ฿0.83
GF Value ฿1.01
! 4 Warning Signs
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What is VGI PCL 1-Year Sharpe Ratio?

VGI PCL BKK:VGI-R 62 1-Year Sharpe Ratio is -1.80 as of Jun. 30, 2026. GuruFocus rates BKK:VGI-R with a GF Score™ of 62/100 and a GF Value™ of ฿1.01. The stock has 4 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 (2026-06-30), VGI PCL's 1-Year Sharpe Ratio is -1.80.

VGI PCL  (BKK:VGI-R) 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.

VGI PCL 1-Year Sharpe Ratio Related Terms

BKK:VGI-R vs HON, MMM: 1-Year Sharpe Ratio Comparison

For the Conglomerates subindustry, VGI PCL'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.

VGI PCL 1-Year Sharpe Ratio vs Conglomerates Industry

For the Conglomerates industry and Industrials sector, VGI PCL's 1-Year Sharpe Ratio distribution charts can be found below:

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


BKK:VGI-R
62GF Score
VGI PCL BKK:VGI-R
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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VGI PCL 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 -1.80 mean?
VGI PCL (BKK:VGI-R) has a 1-Year Sharpe Ratio of -1.80 as of Jun. 30, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for VGI PCL and its competitors.
Is VGI PCL's 1-Year Sharpe Ratio too high?
VGI PCL's current 1-Year Sharpe Ratio is -1.80. Overall, VGI PCL has a GF Score™ of 62/100, reflecting its overall financial health beyond just this single metric.
How does VGI PCL's 1-Year Sharpe Ratio compare to HON and MMM?
VGI PCL's 1-Year Sharpe Ratio of -1.80 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 1-Year Sharpe Ratio depends on the Conglomerates 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 VGI PCL and its competitors. VGI PCL's current 1-Year Sharpe Ratio is -1.80. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is VGI PCL stock overvalued right now?
VGI PCL (BKK:VGI-R) has a current 1-Year Sharpe Ratio of -1.80. The stock's GF Value™ is ฿1.01, compared to a current price of ฿0.83 — trading 17.8% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.80. VGI PCL's overall GF Score™ is 62/100 with 4 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 VGI PCL (BKK:VGI-R), the current 1-Year Sharpe Ratio is -1.80 as of Jun. 30, 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 VGI PCL (BKK:VGI-R) Overvalued in 2026?

Based on GuruFocus' analysis, VGI PCL stock appears to be undervalued. The current stock price of ฿0.83 is trading 17.8% below its estimated GF Value™ of ฿1.01.

Key valuation signals for BKK:VGI-R:

  • 1-Year Sharpe Ratio: -1.80
  • GF Value™: ฿1.01 vs. price of ฿0.83 (17.8% below fair value)
  • GF Score™: 62/100 with 4 warning signs

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

VGI PCL Business Description

Other Exchanges VGI:Thailand
Address Phahonyothin Road, 1000/9, BTS Visionary Park - South Tower, 27th Floor, Chomphon Sub-district, Chatuchak District, Bangkok, THA, 10900
VGI PCL is principally engaged in the arrangement and provision of advertising services in BTS stations, inside BTS trains, on BTS train bodies, in office buildings, and other spaces and the rental at BTS stations.is organised into business units based on the services it provides, and there are four reportable segments as follows: the Transit segment, the Digital service segment, the Distribution segment, and the Other segment. The majority of the revenue is derived from the Transit segment, which provision of advertising services in BTS stations, inside BTS trains, on BTS train bodies, on BTS Column and the rental of retail space at BTS stations. Geographically, the company operates in Thailand.
62GF Score

Get the complete analysis for BKK:VGI-R

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

฿0.83
Price
฿1.01
GF Value