NEPI Rockcastle NV (FRA:0A3) 1-Year Sharpe Ratio: 0.97 (As of Sep. 08, 2026)

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FRA:0A3 NEPI Rockcastle NV FRA:0A3
83 GF Score
Price €8.08
GF Value €7.24
Valuation Modestly Overvalued
! 8 Warning Signs
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What is NEPI Rockcastle NV 1-Year Sharpe Ratio?

NEPI Rockcastle NV FRA:0A3 -1.46% 83 1-Year Sharpe Ratio is 0.97 as of Sep. 08, 2026. GuruFocus rates FRA:0A3 with a GF Score™ of 83/100 and a GF Value™ of €7.24 (Modestly Overvalued). The stock has 8 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 (2026-09-08), NEPI Rockcastle NV's 1-Year Sharpe Ratio is 0.97.

NEPI Rockcastle NV  (FRA:0A3) 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.

NEPI Rockcastle NV 1-Year Sharpe Ratio Related Terms

FRA:0A3 vs JOE: 1-Year Sharpe Ratio Comparison

For the Real Estate - Diversified subindustry, NEPI Rockcastle NV'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.

NEPI Rockcastle NV 1-Year Sharpe Ratio vs Real Estate Industry

For the Real Estate industry and Real Estate sector, NEPI Rockcastle NV's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where NEPI Rockcastle NV's 1-Year Sharpe Ratio falls into.


FRA:0A3
83GF Score
NEPI Rockcastle NV FRA:0A3
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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NEPI Rockcastle NV 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 0.97 mean?
NEPI Rockcastle NV (FRA:0A3) has a 1-Year Sharpe Ratio of 0.97 as of Sep. 08, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for NEPI Rockcastle NV and its competitors.
Is NEPI Rockcastle NV's 1-Year Sharpe Ratio too high?
NEPI Rockcastle NV's current 1-Year Sharpe Ratio is 0.97. Overall, NEPI Rockcastle NV has a GF Score™ of 83/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does NEPI Rockcastle NV's 1-Year Sharpe Ratio compare to JOE?
NEPI Rockcastle NV's 1-Year Sharpe Ratio of 0.97 can be compared against companies in the Real Estate 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 Real Estate company?
A good 1-Year Sharpe Ratio depends on the Real Estate 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 NEPI Rockcastle NV and its competitors. NEPI Rockcastle NV's current 1-Year Sharpe Ratio is 0.97. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is NEPI Rockcastle NV stock overvalued right now?
Based on GuruFocus' analysis, NEPI Rockcastle NV (FRA:0A3) is currently considered Modestly Overvalued. The stock's GF Value™ is €7.24, compared to a current price of €8.08 — trading 11.6% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.97. NEPI Rockcastle NV's overall GF Score™ is 83/100 with 8 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 NEPI Rockcastle NV (FRA:0A3), the current 1-Year Sharpe Ratio is 0.97 as of Sep. 08, 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 NEPI Rockcastle NV (FRA:0A3) Overvalued in 2026?

Based on GuruFocus' analysis, NEPI Rockcastle NV stock appears to be overvalued. The current stock price of €8.08 is trading 11.6% above its estimated GF Value™ of €7.24. GuruFocus considers NEPI Rockcastle NV to be Modestly Overvalued.

Key valuation signals for FRA:0A3:

  • 1-Year Sharpe Ratio: 0.97
  • GF Value™: €7.24 vs. price of €8.08 (11.6% above fair value)
  • GF Score™: 83/100 with 8 warning signs

No single metric tells the full story. See the FRA:0A3 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

NEPI Rockcastle NV Business Description

Address WTC Zuidas Tower 10, 5th Floor, Strawinskylaan 563, Amsterdam, NH, NLD, 1077 XX
NEPI Rockcastle NV is a commercial property investor and developer. The business activities of the group have functioned through Retail, Office, Residential, Industrial, and Corporate segments. The company's geographic segment includes Romania, Poland, Bulgaria, Slovakia, Hungary, Croatia, Serbia, the Czech Republic, and Lithuania. The company generates the majority of its revenue from the Romania region, followed by Poland. The company has two business segments - Residential and Energy.
83GF Score

Get the complete analysis for FRA:0A3

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

€8.08
Price
€7.24
GF Value