Chuang's China Investments (FRA:CUG) 1-Year Sharpe Ratio: -0.96 (As of Sep. 09, 2026)

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Director of Data and Quant Analytics at GuruFocus
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What is Chuang's China Investments 1-Year Sharpe Ratio?

Chuang's China Investments FRA:CUG 1-Year Sharpe Ratio is -0.96 as of Sep. 09, 2026. The stock has 2 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 (2026-09-09), Chuang's China Investments's 1-Year Sharpe Ratio is -0.96.

Chuang's China Investments  (FRA:CUG) 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.

Chuang's China Investments 1-Year Sharpe Ratio Related Terms

Chuang's China Investments 1-Year Sharpe Ratio Competitor Comparison

For the Real Estate - Development subindustry, Chuang's China Investments'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.

Chuang's China Investments 1-Year Sharpe Ratio vs Real Estate Industry

For the Real Estate industry and Real Estate sector, Chuang's China Investments's 1-Year Sharpe Ratio distribution charts can be found below:

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


Chuang's China Investments 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 -0.96 mean?
Chuang's China Investments (FRA:CUG) has a 1-Year Sharpe Ratio of -0.96 as of Sep. 09, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chuang's China Investments and its competitors.
Is Chuang's China Investments' 1-Year Sharpe Ratio too high?
Chuang's China Investments' current 1-Year Sharpe Ratio is -0.96.
How does Chuang's China Investments' 1-Year Sharpe Ratio compare to competitors?
Chuang's China Investments' 1-Year Sharpe Ratio of -0.96 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 Chuang's China Investments and its competitors. Chuang's China Investments's current 1-Year Sharpe Ratio is -0.96. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chuang's China Investments stock overvalued right now?
Based on GuruFocus' analysis, Chuang's China Investments (FRA:CUG) is currently considered Possible Value Trap. The stock's GF Value™ is €0.04, compared to a current price of €0.01 — trading 75% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.96. 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 Chuang's China Investments (FRA:CUG), the current 1-Year Sharpe Ratio is -0.96 as of Sep. 09, 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.

Chuang's China Investments Business Description

Other Exchanges 00298:Hong Kong
Address 18 Chater Road, Central, 25th Floor, Alexandra House, Hong Kong, HKG
Chuang's China Investments Ltd is a Hong Kong-based investment holding.The principal activities of the Company are property development, investment and trading, hotel operation and management, development and operation of cemetery, sales of goods and merchandises (including art pieces), and securities investment and trading. The company's operating segment include Property development, investment and trading; Cemetery; Securities investment and trading and Others and corporate. It generates maximum revenue from the Property development, investment and trading segment. Geographically, it derives a majority of revenue from Hong Kong and also has a presence in PRC, France and Malaysia.