CTGDF (China Tourism Group Duty Free) 1-Year Sharpe Ratio: N/A (As of Aug. 16, 2026)

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Director of Data and Quant Analytics at GuruFocus
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CTGDF China Tourism Group Duty Free Corp Ltd CTGDF
61 GF Score
Price $6.25
GF Value $8.07
Valuation Modestly Undervalued
! 4 Warning Signs
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What is China Tourism Group Duty Free 1-Year Sharpe Ratio?

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 (2026-08-16), China Tourism Group Duty Free's 1-Year Sharpe Ratio is Not available.

China Tourism Group Duty Free  (OTCPK:CTGDF) 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.

China Tourism Group Duty Free 1-Year Sharpe Ratio Related Terms

CTGDF vs CASY, WSM, ULTA: 1-Year Sharpe Ratio Comparison

For the Specialty Retail subindustry, China Tourism Group Duty Free'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.

China Tourism Group Duty Free 1-Year Sharpe Ratio vs Retail - Cyclical Industry

For the Retail - Cyclical industry and Consumer Cyclical sector, China Tourism Group Duty Free's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where China Tourism Group Duty Free's 1-Year Sharpe Ratio falls into.


CTGDF
61GF Score
China Tourism Group Duty Free Corp Ltd CTGDF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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China Tourism Group Duty Free 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.

Is China Tourism Group Duty Free (CTGDF) Overvalued in 2026?

Based on GuruFocus' analysis, China Tourism Group Duty Free stock appears to be undervalued. The current stock price of $6.25 is trading 22.6% below its estimated GF Value™ of $8.07. GuruFocus considers China Tourism Group Duty Free to be Modestly Undervalued.

Key valuation signals for CTGDF:

  • 1-Year Sharpe Ratio: N/A
  • GF Value™: $8.07 vs. price of $6.25 (22.6% below fair value)
  • GF Score™: 61/100 with 4 warning signs

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

China Tourism Group Duty Free Business Description

Other Exchanges 01880:Hong Kong601888:China
Address No. 2A, Dongzhimenwai Street, 8th Floor, Building A, Dongcheng District, Beijing, CHN, 100027
Established in 1984, China Tourism Group Duty Free is China's largest and the world's second-largest travel retailer in 2025 with revenue of CNY 54 billion. The company primarily operates duty-free stores at airports, border crossings, offshore, downtown, and on flights, cruises and ships, with about 200 stores spanning over 33 provinces in China, as well as overseas. The company also operates a duty-paid business. Its 2025 revenue mix was 73% duty-free sales and 27% duty-paid sales and others. CTG Duty Free is 50% owned by China Tourism Group, a state-owned enterprise that falls directly under the State-owned Assets Supervision and Administration Commission of the State Council.
61GF Score

Get the complete analysis for CTGDF

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

$6.25
Price
$8.07
GF Value