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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 (2026-08-27), China Risun Group's 1-Year Sharpe Ratio is -0.16.
China Risun Group (FRA:45Y) 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 Risun Group 1-Year Sharpe Ratio Related Terms
FRA:45Y vs DOW: 1-Year Sharpe Ratio Comparison
For the Chemicals subindustry, China Risun Group'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 Risun Group 1-Year Sharpe Ratio vs Chemicals Industry
For the Chemicals industry and Basic Materials sector, China Risun Group's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where China Risun Group's 1-Year Sharpe Ratio falls into.
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 Risun Group (FRA:45Y) has a 1-Year Sharpe Ratio of -0.16 as of Aug. 27, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for China Risun Group and its competitors.
Is China Risun Group's 1-Year Sharpe Ratio too high?
China Risun Group's current 1-Year Sharpe Ratio is -0.16. Overall, China Risun Group has a GF Score™ of 61/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does China Risun Group's 1-Year Sharpe Ratio compare to DOW?
China Risun Group's 1-Year Sharpe Ratio of -0.16 can be compared against companies in the Chemicals 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 Chemicals company?
A good 1-Year Sharpe Ratio depends on the Chemicals 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 Risun Group and its competitors. China Risun Group's current 1-Year Sharpe Ratio is -0.16. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Risun Group stock overvalued right now?
Based on GuruFocus' analysis, China Risun Group (FRA:45Y) is currently considered Possible Value Trap. The stock's GF Value™ is €0.31, compared to a current price of €0.21 — trading 33.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.16. China Risun Group's overall GF Score™ is 61/100 with 9 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 Risun Group (FRA:45Y), the current 1-Year Sharpe Ratio is -0.16 as of Aug. 27, 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 Risun Group (FRA:45Y) Overvalued in 2026?
Based on GuruFocus' analysis, China Risun Group stock appears to be undervalued.
The current stock price of €0.21 is trading 33.5% below its estimated GF Value™ of €0.31.
GuruFocus considers China Risun Group to be Possible Value Trap.
Key valuation signals for FRA:45Y:
1-Year Sharpe Ratio: -0.16
GF Value™: €0.31 vs. price of €0.21 (33.5% below fair value)
No single metric tells the full story. See the FRA:45Y stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Risun Group Ltd is an integrated coke, coking chemical, and refined chemical producer and supplier in China. The company's reportable segments are Coke and coking chemicals manufacturing, Refined chemicals manufacturing, Operation management, Trading, and Others. It generates key revenue from the Refined Chemicals manufacturing segment and Coke and Coking Manufacturing segment. The Refined Chemicals manufacturing segment includes the purchase of coking chemicals from the group's coke and coking chemicals manufacturing segment and third parties, and processing such coking chemicals into refined chemical products. The Coke and coking chemicals manufacturing segment includes the production and sale of coke and a series of coking chemicals from externally sourced coking coals processed.
61GF Score
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