Auto Nejma (CAS:NEJ) 1-Year Sharpe Ratio: 1.32 (As of Jul. 17, 2026)

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Director of Data and Quant Analytics at GuruFocus
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CAS:NEJ Auto Nejma CAS:NEJ
39 GF Score
Price MAD4,834.00
GF Value MAD3,975.06
! 3 Warning Signs
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What is Auto Nejma 1-Year Sharpe Ratio?

Auto Nejma CAS:NEJ 39 1-Year Sharpe Ratio is 1.32 as of Jul. 17, 2026. GuruFocus rates CAS:NEJ with a GF Score™ of 39/100 and a GF Value™ of MAD3,975.06. 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 (2026-07-17), Auto Nejma's 1-Year Sharpe Ratio is 1.32.

Auto Nejma  (CAS:NEJ) 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.

Auto Nejma 1-Year Sharpe Ratio Related Terms

CAS:NEJ vs CVNA, PAG, ALTB: 1-Year Sharpe Ratio Comparison

For the Auto & Truck Dealerships subindustry, Auto Nejma'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.

Auto Nejma 1-Year Sharpe Ratio vs Vehicles & Parts Industry

For the Vehicles & Parts industry and Consumer Cyclical sector, Auto Nejma's 1-Year Sharpe Ratio distribution charts can be found below:

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


CAS:NEJ
39GF Score
Auto Nejma CAS:NEJ
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Auto Nejma 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 1.32 mean?
Auto Nejma (CAS:NEJ) has a 1-Year Sharpe Ratio of 1.32 as of Jul. 17, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Auto Nejma and its competitors.
Is Auto Nejma's 1-Year Sharpe Ratio too high?
Auto Nejma's current 1-Year Sharpe Ratio is 1.32. Overall, Auto Nejma has a GF Score™ of 39/100, reflecting its overall financial health beyond just this single metric.
How does Auto Nejma's 1-Year Sharpe Ratio compare to CVNA and PAG?
Auto Nejma's 1-Year Sharpe Ratio of 1.32 can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good 1-Year Sharpe Ratio depends on the Vehicles & Parts 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 Auto Nejma and its competitors. Auto Nejma's current 1-Year Sharpe Ratio is 1.32. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Auto Nejma stock overvalued right now?
Auto Nejma (CAS:NEJ) has a current 1-Year Sharpe Ratio of 1.32. The stock's GF Value™ is MAD3,975.06, compared to a current price of MAD4,834.00 — trading 21.6% above its estimated fair value. The current 1-Year Sharpe Ratio is 1.32. Auto Nejma's overall GF Score™ is 39/100 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 Auto Nejma (CAS:NEJ), the current 1-Year Sharpe Ratio is 1.32 as of Jul. 17, 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 Auto Nejma (CAS:NEJ) Overvalued in 2026?

Based on GuruFocus' analysis, Auto Nejma stock appears to be overvalued. The current stock price of MAD4,834.00 is trading 21.6% above its estimated GF Value™ of MAD3,975.06.

Key valuation signals for CAS:NEJ:

  • 1-Year Sharpe Ratio: 1.32
  • GF Value™: MAD3,975.06 vs. price of MAD4,834.00 (21.6% above fair value)
  • GF Score™: 39/100 with 3 warning signs

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

Auto Nejma Business Description

Address Km 10, El Jadida Road, Casablanca, MAR, 20230
Auto Nejma is an automobile distributor in Morocco. The company imports and markets vehicles, spare parts, and car accessories. It represents the Mercedes-Benz private and commercial vehicle brands, SsangYong, and Mahindra in Morocco.
39GF Score

Get the complete analysis for CAS:NEJ

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

MAD4,834.00
Price
MAD3,975.06
GF Value