MSCI (FRA:3HM) 1-Year Sharpe Ratio: N/A (As of Sep. 09, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
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Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

FRA:3HM MSCI Inc FRA:3HM
95 GF Score
Price €474.70
GF Value €610.78
Valuation Modestly Undervalued
! 1 Warning Sign
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What is MSCI 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 (2026-09-09), MSCI's 1-Year Sharpe Ratio is Not available.

MSCI  (FRA:3HM) 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.

MSCI 1-Year Sharpe Ratio Related Terms

FRA:3HM vs COIN, CBOE, NDAQ: 1-Year Sharpe Ratio Comparison

For the Financial Data & Stock Exchanges subindustry, MSCI'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.

MSCI 1-Year Sharpe Ratio vs Capital Markets Industry

For the Capital Markets industry and Financial Services sector, MSCI's 1-Year Sharpe Ratio distribution charts can be found below:

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


FRA:3HM
95GF Score
MSCI Inc FRA:3HM
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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MSCI 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 MSCI (FRA:3HM) Overvalued in 2026?

Based on GuruFocus' analysis, MSCI stock appears to be undervalued. The current stock price of €474.70 is trading 22.3% below its estimated GF Value™ of €610.78. GuruFocus considers MSCI to be Modestly Undervalued.

Key valuation signals for FRA:3HM:

  • 1-Year Sharpe Ratio: N/A
  • GF Value™: €610.78 vs. price of €474.70 (22.3% below fair value)
  • GF Score™: 95/100 with 1 warning sign

No single metric tells the full story. See the FRA:3HM stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

MSCI Business Description

Address 250 Greenwich Street, 49th Floor, 7 World Trade Center, New York, NY, USA, 10007
MSCI has described its mission as enabling investors to build better portfolios for a better world. MSCI's largest and most profitable segment is its index segment, where it provides benchmarking to asset managers and asset owners. MSCI boasts over $18 trillion (as of December 2025) in benchmarked assets, including over $2.3 trillion in ETF assets linked to MSCI indexes. The MSCI analytics segment provides portfolio management and risk management analytics software to asset managers and asset owners. In its sustainability and climate segment, MSCI provides ESG data to the investment industry. In private assets, MSCI provides real restate reporting, market data, benchmarking, and analytics to investors and real estate managers.
95GF Score

Get the complete analysis for FRA:3HM

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

€474.70
Price
€610.78
GF Value