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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 (2026-09-15), China Merchants Securities Asset Management Co.,Ltd's 1-Year Sharpe Ratio is -0.15.
China Merchants Securities Asset Management Co.,Ltd (FRA:195H) 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 Merchants Securities Asset Management Co.,Ltd 1-Year Sharpe Ratio Related Terms
FRA:195H vs MS, GS, SCHW: 1-Year Sharpe Ratio Comparison
* 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 Merchants Securities Asset Management Co.,Ltd 1-Year Sharpe Ratio vs Capital Markets Industry
China Merchants Securities Asset Management Co.,Ltd 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.
China Merchants Securities Asset Management Co.,Ltd (FRA:195H) has a 1-Year Sharpe Ratio of -0.15 as of Sep. 15, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for China Merchants Securities Asset Management Co.,Ltd and its competitors.
Is China Merchants Securities Asset Management Co.,Ltd's 1-Year Sharpe Ratio too high?
China Merchants Securities Asset Management Co.,Ltd's current 1-Year Sharpe Ratio is -0.15. Overall, China Merchants Securities Asset Management Co.,Ltd has a GF Score™ of 60/100, reflecting its overall financial health beyond just this single metric.
How does China Merchants Securities Asset Management Co.,Ltd's 1-Year Sharpe Ratio compare to MS and GS?
China Merchants Securities Asset Management Co.,Ltd's 1-Year Sharpe Ratio of -0.15 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 China Merchants Securities Asset Management Co.,Ltd and its competitors. China Merchants Securities Asset Management Co.,Ltd's current 1-Year Sharpe Ratio is -0.15. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Merchants Securities Asset Management Co.,Ltd stock overvalued right now?
China Merchants Securities Asset Management Co.,Ltd (FRA:195H) has a current 1-Year Sharpe Ratio of -0.15. The stock's GF Value™ is €2.79, compared to a current price of €1.56 — trading 44.1% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.15. China Merchants Securities Asset Management Co.,Ltd's overall GF Score™ is 60/100 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 China Merchants Securities Asset Management Co.,Ltd (FRA:195H), the current 1-Year Sharpe Ratio is -0.15 as of Sep. 15, 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 China Merchants Securities Asset Management Co.,Ltd (FRA:195H) Overvalued in 2026?
Based on GuruFocus' analysis, China Merchants Securities Asset Management Co.,Ltd stock appears to be undervalued.
The current stock price of €1.56 is trading 44.1% below its estimated GF Value™ of €2.79.
Key valuation signals for FRA:195H:
1-Year Sharpe Ratio: -0.15
GF Value™: €2.79 vs. price of €1.56 (44.1% below fair value)
No single metric tells the full story. See the FRA:195H stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Merchants Securities Asset Management Co.,Ltd is a financial service provider. The company provides services like investment banking, financial advisory, equity underwriting, asset management, investment advisory, and trading equity securities, among others. Its business is divided into four segments: Wealth management and institutional business; Investment banking; Investment management; and Investment and trading. The Wealth management and institutional business segment, which generates key revenue, engages in the trading of stocks and futures contracts on behalf of clients and includes margin financing, securities lending, and selling financial and other wealth management products.
60GF Score
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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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