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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 (2026-09-09), The Japan Steel Works's 1-Year Sharpe Ratio is -0.49.
The Japan Steel Works (FRA:J9R) 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.
The Japan Steel Works 1-Year Sharpe Ratio Related Terms
FRA:J9R vs GEV, ETN, PH: 1-Year Sharpe Ratio Comparison
For the Specialty Industrial Machinery subindustry, The Japan Steel Works'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.
The Japan Steel Works 1-Year Sharpe Ratio vs Industrial Products Industry
For the Industrial Products industry and Industrials sector, The Japan Steel Works's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where The Japan Steel Works's 1-Year Sharpe Ratio falls into.
The Japan Steel Works 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.
The Japan Steel Works (FRA:J9R) has a 1-Year Sharpe Ratio of -0.49 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 The Japan Steel Works and its competitors.
Is The Japan Steel Works' 1-Year Sharpe Ratio too high?
The Japan Steel Works' current 1-Year Sharpe Ratio is -0.49. Overall, The Japan Steel Works has a GF Score™ of 81/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does The Japan Steel Works' 1-Year Sharpe Ratio compare to GEV and ETN?
The Japan Steel Works' 1-Year Sharpe Ratio of -0.49 can be compared against companies in the Industrial Products 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 an Industrial Products company?
A good 1-Year Sharpe Ratio depends on the Industrial Products 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 The Japan Steel Works and its competitors. The Japan Steel Works's current 1-Year Sharpe Ratio is -0.49. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Japan Steel Works stock overvalued right now?
Based on GuruFocus' analysis, The Japan Steel Works (FRA:J9R) is currently considered Modestly Overvalued. The stock's GF Value™ is €35.43, compared to a current price of €39.50 — trading 11.5% above its estimated fair value. The current 1-Year Sharpe Ratio is -0.49. The Japan Steel Works' overall GF Score™ is 81/100 with 2 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 The Japan Steel Works (FRA:J9R), the current 1-Year Sharpe Ratio is -0.49 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.
Is The Japan Steel Works (FRA:J9R) Overvalued in 2026?
Based on GuruFocus' analysis, The Japan Steel Works stock appears to be overvalued.
The current stock price of €39.50 is trading 11.5% above its estimated GF Value™ of €35.43.
GuruFocus considers The Japan Steel Works to be Modestly Overvalued.
Key valuation signals for FRA:J9R:
1-Year Sharpe Ratio: -0.49
GF Value™: €35.43 vs. price of €39.50 (11.5% above fair value)
No single metric tells the full story. See the FRA:J9R stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
The Japan Steel Works Ltd provides industrial machinery as well as materials and engineering solutions in Japan and internationally. The company operates through two segments. The Industrial Machinery segment provides resin manufacturing and processing machinery, molding machines, defense-related equipment, and other industrial machinery. The Materials and Engineering segment covers raw material products and engineering operations. The Other segment includes the film deposition business, crystal business, and related activities. It generates the majority of its revenue from the Industrial machinery business segment.
81GF Score
Get the complete analysis for FRA:J9R
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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