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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 (2026-07-31), Modern Times Group MTG AB's 1-Year Sharpe Ratio is 0.23.
Modern Times Group MTG AB (FRA:MRTA) 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.
Modern Times Group MTG AB 1-Year Sharpe Ratio Related Terms
FRA:MRTA vs NTES, EA, TTWO: 1-Year Sharpe Ratio Comparison
For the Electronic Gaming & Multimedia subindustry, Modern Times Group MTG AB'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.
Modern Times Group MTG AB 1-Year Sharpe Ratio vs Interactive Media Industry
For the Interactive Media industry and Communication Services sector, Modern Times Group MTG AB's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Modern Times Group MTG AB's 1-Year Sharpe Ratio falls into.
Modern Times Group MTG AB 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.
Modern Times Group MTG AB (FRA:MRTA) has a 1-Year Sharpe Ratio of 0.23 as of Jul. 31, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Modern Times Group MTG AB and its competitors.
Is Modern Times Group MTG AB's 1-Year Sharpe Ratio too high?
Modern Times Group MTG AB's current 1-Year Sharpe Ratio is 0.23. Overall, Modern Times Group MTG AB has a GF Score™ of 71/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Modern Times Group MTG AB's 1-Year Sharpe Ratio compare to NTES and EA?
Modern Times Group MTG AB's 1-Year Sharpe Ratio of 0.23 can be compared against companies in the Interactive Media 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 Interactive Media company?
A good 1-Year Sharpe Ratio depends on the Interactive Media 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 Modern Times Group MTG AB and its competitors. Modern Times Group MTG AB's current 1-Year Sharpe Ratio is 0.23. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Modern Times Group MTG AB stock overvalued right now?
Based on GuruFocus' analysis, Modern Times Group MTG AB (FRA:MRTA) is currently considered Modestly Undervalued. The stock's GF Value™ is €15.53, compared to a current price of €11.37 — trading 26.8% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.23. Modern Times Group MTG AB's overall GF Score™ is 71/100 with 5 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 Modern Times Group MTG AB (FRA:MRTA), the current 1-Year Sharpe Ratio is 0.23 as of Jul. 31, 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 Modern Times Group MTG AB (FRA:MRTA) Overvalued in 2026?
Based on GuruFocus' analysis, Modern Times Group MTG AB stock appears to be undervalued.
The current stock price of €11.37 is trading 26.8% below its estimated GF Value™ of €15.53.
GuruFocus considers Modern Times Group MTG AB to be Modestly Undervalued.
Key valuation signals for FRA:MRTA:
1-Year Sharpe Ratio: 0.23
GF Value™: €15.53 vs. price of €11.37 (26.8% below fair value)
No single metric tells the full story. See the FRA:MRTA stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Modern Times Group MTG AB owns and operates gaming companies and studios with popular IPs across a wide range of casual and mid-core genres. The company's portfolio covers a wide range of evergreen gaming franchises like RAID: Shadow Legends, Forge of Empires, Top Drives, and Bloons, as well as word games like CrossWord Jam and WordTrip. Its games generate revenues through in-app purchases, advertising, and from third-party distribution platforms. It operates in a single business segment.
71GF Score
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