Li Ning Co (FRA:LNL) 1-Year Sharpe Ratio: -0.29 (As of Sep. 03, 2026)

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Director of Data and Quant Analytics at GuruFocus
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FRA:LNL Li Ning Co Ltd FRA:LNL
97 GF Score
Price €34.00
GF Value €52.62
! 3 Warning Signs
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What is Li Ning Co 1-Year Sharpe Ratio?

Li Ning Co FRA:LNL -2.30% 97 1-Year Sharpe Ratio is -0.29 as of Sep. 03, 2026. GuruFocus rates FRA:LNL with a GF Score™ of 97/100 and a GF Value™ of €52.62. The stock has 3 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 (2026-09-03), Li Ning Co's 1-Year Sharpe Ratio is -0.29.

Li Ning Co  (FRA:LNL) 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.

Li Ning Co 1-Year Sharpe Ratio Related Terms

FRA:LNL vs AS, HAS, LTH: 1-Year Sharpe Ratio Comparison

For the Leisure subindustry, Li Ning Co'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.

Li Ning Co 1-Year Sharpe Ratio vs Travel & Leisure Industry

For the Travel & Leisure industry and Consumer Cyclical sector, Li Ning Co's 1-Year Sharpe Ratio distribution charts can be found below:

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


FRA:LNL
97GF Score
Li Ning Co Ltd FRA:LNL
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Li Ning Co 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 -0.29 mean?
Li Ning Co (FRA:LNL) has a 1-Year Sharpe Ratio of -0.29 as of Sep. 03, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Li Ning Co and its competitors.
Is Li Ning Co's 1-Year Sharpe Ratio too high?
Li Ning Co's current 1-Year Sharpe Ratio is -0.29. Overall, Li Ning Co has a GF Score™ of 97/100, reflecting its overall financial health beyond just this single metric.
How does Li Ning Co's 1-Year Sharpe Ratio compare to AS and HAS?
Li Ning Co's 1-Year Sharpe Ratio of -0.29 can be compared against companies in the Travel & Leisure 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 Travel & Leisure company?
A good 1-Year Sharpe Ratio depends on the Travel & Leisure 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 Li Ning Co and its competitors. Li Ning Co's current 1-Year Sharpe Ratio is -0.29. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Li Ning Co stock overvalued right now?
Li Ning Co (FRA:LNL) has a current 1-Year Sharpe Ratio of -0.29. The stock's GF Value™ is €52.62, compared to a current price of €34.00 — trading 35.4% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.29. Li Ning Co's overall GF Score™ is 97/100 with 3 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 Li Ning Co (FRA:LNL), the current 1-Year Sharpe Ratio is -0.29 as of Sep. 03, 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 Li Ning Co (FRA:LNL) Overvalued in 2026?

Based on GuruFocus' analysis, Li Ning Co stock appears to be undervalued. The current stock price of €34.00 is trading 35.4% below its estimated GF Value™ of €52.62.

Key valuation signals for FRA:LNL:

  • 1-Year Sharpe Ratio: -0.29
  • GF Value™: €52.62 vs. price of €34.00 (35.4% below fair value)
  • GF Score™: 97/100 with 3 warning signs

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

Li Ning Co Business Description

Address No. 8 Xing Guang 5th Street, Beijing Economic-Technological Development Area, Tongzhou District, Beijing, CHN, 101111
Established in 1989, Li Ning is one of the largest sportswear companies in China. Headquartered in Beijing, Li Ning mainly sells professional and leisure footwear and apparel under the Li Ning brand. Despite having a single-brand strategy, Li Ning launched multiple sub-brands (such as China Li Ning and Li Ning 1990) to appeal to different demographics. As of the end of 2024, the company had 7,585 stores in China, of which 1,297 were directly operated, and the rest franchised.
97GF Score

Get the complete analysis for FRA:LNL

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

€34.00
Price
€52.62
GF Value