FDM Group (Holdings) (CHIX:FDML) 1-Year Sharpe Ratio: -0.78 (As of Jul. 12, 2026)


CHIX:FDML FDM Group (Holdings) PLC CHIX:FDML
65 GF Score
Price £1.09
GF Value £1.95
Valuation Possible Value Trap
! 6 Warning Signs
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What is FDM Group (Holdings) 1-Year Sharpe Ratio?

FDM Group (Holdings) CHIX:FDML +2.84% 65 1-Year Sharpe Ratio is -0.78 as of Jul. 12, 2026. GuruFocus rates CHIX:FDML with a GF Score™ of 65/100 and a GF Value™ of £1.95 (Possible Value Trap). The stock has 6 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 (2026-07-12), FDM Group (Holdings)'s 1-Year Sharpe Ratio is -0.78.

FDM Group (Holdings)  (CHIX:FDMl) 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.

FDM Group (Holdings) 1-Year Sharpe Ratio Related Terms

CHIX:FDML vs IBM, ACN, FISV: 1-Year Sharpe Ratio Comparison

For the Information Technology Services subindustry, FDM Group (Holdings)'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.

FDM Group (Holdings) 1-Year Sharpe Ratio vs Software Industry

For the Software industry and Technology sector, FDM Group (Holdings)'s 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where FDM Group (Holdings)'s 1-Year Sharpe Ratio falls into.


CHIX:FDML
65GF Score
FDM Group (Holdings) PLC CHIX:FDML
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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FDM Group (Holdings) 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 -0.78 mean?
FDM Group (Holdings) (CHIX:FDML) has a 1-Year Sharpe Ratio of -0.78 as of Jul. 12, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for FDM Group (Holdings) and its competitors.
Is FDM Group (Holdings)'s 1-Year Sharpe Ratio too high?
FDM Group (Holdings)'s current 1-Year Sharpe Ratio is -0.78. Overall, FDM Group (Holdings) has a GF Score™ of 65/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does FDM Group (Holdings)'s 1-Year Sharpe Ratio compare to IBM and ACN?
FDM Group (Holdings)'s 1-Year Sharpe Ratio of -0.78 can be compared against companies in the Software 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 Software company?
A good 1-Year Sharpe Ratio depends on the Software 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 FDM Group (Holdings) and its competitors. FDM Group (Holdings)'s current 1-Year Sharpe Ratio is -0.78. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is FDM Group (Holdings) stock overvalued right now?
Based on GuruFocus' analysis, FDM Group (Holdings) (CHIX:FDML) is currently considered Possible Value Trap. The stock's GF Value™ is £1.95, compared to a current price of £1.09 — trading 44.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.78. FDM Group (Holdings)'s overall GF Score™ is 65/100 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 FDM Group (Holdings) (CHIX:FDML), the current 1-Year Sharpe Ratio is -0.78 as of Jul. 12, 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 FDM Group (Holdings) (CHIX:FDML) Overvalued in 2026?

Based on GuruFocus' analysis, FDM Group (Holdings) stock appears to be undervalued. The current stock price of £1.09 is trading 44.2% below its estimated GF Value™ of £1.95. GuruFocus considers FDM Group (Holdings) to be Possible Value Trap.

Key valuation signals for CHIX:FDML:

  • 1-Year Sharpe Ratio: -0.78
  • GF Value™: £1.95 vs. price of £1.09 (44.2% below fair value)
  • GF Score™: 65/100 with 6 warning signs

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

FDM Group (Holdings) Business Description

Other Exchanges FDDMF:USAFDM:UK17F:Germany
Address Cottons Lane, 3rd Floor, Cottons Centre, London, GBR, SE1 2QG
FDM Group (Holdings) PLC is a holdings company that provides a variety of information technology, or IT, services through its subsidiaries. The company's primary services consist of IT and business consulting with a focus on application development and testing, support, project management, data services, business analysis, business intelligence, and cybersecurity. The company organizes itself into four segments based on geography: United Kingdom, North America, Europe, the Middle East and Africa, and Asia-Pacific. The United Kingdom segment generates the majority of revenue.
65GF Score

Get the complete analysis for CHIX:FDML

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

£1.09
Price
£1.95
GF Value