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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 (2026-08-05), Bursa Malaysia Bhd's 1-Year Sharpe Ratio is 0.94.
Bursa Malaysia Bhd (OTCPK:BSMAF) 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.
Bursa Malaysia Bhd 1-Year Sharpe Ratio Related Terms
BSMAF vs SPGI, CME, ICE: 1-Year Sharpe Ratio Comparison
For the Financial Data & Stock Exchanges subindustry, Bursa Malaysia Bhd'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.
Bursa Malaysia Bhd 1-Year Sharpe Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Bursa Malaysia Bhd's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Bursa Malaysia Bhd's 1-Year Sharpe Ratio falls into.
Bursa Malaysia Bhd 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.
Bursa Malaysia Bhd (BSMAF) has a 1-Year Sharpe Ratio of 0.94 as of Aug. 05, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Bursa Malaysia Bhd and its competitors.
Is Bursa Malaysia Bhd's 1-Year Sharpe Ratio too high?
Bursa Malaysia Bhd's current 1-Year Sharpe Ratio is 0.94. Overall, Bursa Malaysia Bhd has a GF Score™ of 88/100, reflecting its overall financial health beyond just this single metric.
How does Bursa Malaysia Bhd's 1-Year Sharpe Ratio compare to SPGI and CME?
Bursa Malaysia Bhd's 1-Year Sharpe Ratio of 0.94 can be compared against companies in the Capital Markets 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 Capital Markets company?
A good 1-Year Sharpe Ratio depends on the Capital Markets 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 Bursa Malaysia Bhd and its competitors. Bursa Malaysia Bhd's current 1-Year Sharpe Ratio is 0.94. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Bursa Malaysia Bhd stock overvalued right now?
Bursa Malaysia Bhd (BSMAF) has a current 1-Year Sharpe Ratio of 0.94. The stock's GF Value™ is $2.37, compared to a current price of $2.18 — trading 8% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.94. Bursa Malaysia Bhd's overall GF Score™ is 88/100 with 6 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 Bursa Malaysia Bhd (BSMAF), the current 1-Year Sharpe Ratio is 0.94 as of Aug. 05, 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 Bursa Malaysia Bhd (BSMAF) Overvalued in 2026?
Based on GuruFocus' analysis, Bursa Malaysia Bhd stock appears to be undervalued.
The current stock price of $2.18 is trading 8% below its estimated GF Value™ of $2.37.
Key valuation signals for BSMAF:
1-Year Sharpe Ratio: 0.94
GF Value™: $2.37 vs. price of $2.18 (8% below fair value)
No single metric tells the full story. See the BSMAF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Bursa Malaysia Bhd operates as an exchange holding company, whose principal activities are treasury management and the provision of management and administrative services to its subsidiaries. Through its subsidiaries it operates the Malaysian securities, derivatives, multi-environment product market, debt fundraising and offshore financial exchanges and the Shariah-compliant commodity and precious metals trading platform, to operate the related clearing houses, depository function and regulatory function, and to disseminate information relating to instruments quoted on the exchanges. Its six segments include: Securities Market, Derivatives Market, Islamic Market, Data Business, Exchange, Holding Company, and Others, of which Securities Market segment derives maximum revenue.
88GF Score
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