Murray And Roberts Holdings (FRA:LDYA) 1-Year Sharpe Ratio: -74.61 (As of Jul. 20, 2026)

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FRA:LDYA Murray And Roberts Holdings Ltd FRA:LDYA
11 GF Score
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What is Murray And Roberts Holdings 1-Year Sharpe Ratio?

Murray And Roberts Holdings FRA:LDYA 11 1-Year Sharpe Ratio is -74.61 as of Jul. 20, 2026. GuruFocus rates FRA:LDYA with a GF Score™ of 11/100.

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 (2026-07-20), Murray And Roberts Holdings's 1-Year Sharpe Ratio is -74.61.

Murray And Roberts Holdings  (FRA:LDYA) 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.

Murray And Roberts Holdings 1-Year Sharpe Ratio Related Terms

FRA:LDYA vs PWR, EME, J: 1-Year Sharpe Ratio Comparison

For the Engineering & Construction subindustry, Murray And Roberts Holdings'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.

Murray And Roberts Holdings 1-Year Sharpe Ratio vs Construction Industry

For the Construction industry and Industrials sector, Murray And Roberts Holdings's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Murray And Roberts Holdings's 1-Year Sharpe Ratio falls into.


FRA:LDYA
11GF Score
Murray And Roberts Holdings Ltd FRA:LDYA
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Murray And Roberts Holdings 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 -74.61 mean?
Murray And Roberts Holdings (FRA:LDYA) has a 1-Year Sharpe Ratio of -74.61 as of Jul. 20, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Murray And Roberts Holdings and its competitors.
Is Murray And Roberts Holdings' 1-Year Sharpe Ratio too high?
Murray And Roberts Holdings' current 1-Year Sharpe Ratio is -74.61. Overall, Murray And Roberts Holdings has a GF Score™ of 11/100, reflecting its overall financial health beyond just this single metric.
How does Murray And Roberts Holdings' 1-Year Sharpe Ratio compare to PWR and EME?
Murray And Roberts Holdings' 1-Year Sharpe Ratio of -74.61 can be compared against companies in the Construction 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 Construction company?
A good 1-Year Sharpe Ratio depends on the Construction 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 Murray And Roberts Holdings and its competitors. Murray And Roberts Holdings's current 1-Year Sharpe Ratio is -74.61. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Murray And Roberts Holdings stock overvalued right now?
Murray And Roberts Holdings (FRA:LDYA) has a current 1-Year Sharpe Ratio of -74.61. The current 1-Year Sharpe Ratio is -74.61. Murray And Roberts Holdings' overall GF Score™ is 11/100. 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 Murray And Roberts Holdings (FRA:LDYA), the current 1-Year Sharpe Ratio is -74.61 as of Jul. 20, 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.

Murray And Roberts Holdings Business Description

Address 22 Skeen Boulevard, The Interchange, Bedfordview, GT, ZAF, 2007
Murray And Roberts Holdings Ltd is an investment holding company. Through its subsidiaries, it provides engineering and contracting services to the mining sector. The company's operating segment includes OptiPower, Mining, and Corporate & Properties. It generates maximum revenue from the Mining segment. Its geographical segments include South Africa, Rest of Africa, Australasia & South East Asia, and North America & other, which generates the majority of revenue. The mining segment comprises the following businesses: Murray & Roberts Cementation (Johannesburg-based); Cementation Canada (North Bay-based); Cementation USA (Salt Lake City-based) and Cementation Sudamerica (Santiago-based).
11GF 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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