Orix Jreit (FRA:O2F) 1-Year Sharpe Ratio: -0.74 (As of Jun. 25, 2026)


FRA:O2F Orix Jreit Inc FRA:O2F
66 GF Score
Price €500.00
GF Value €523.50
! 5 Warning Signs
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What is Orix Jreit 1-Year Sharpe Ratio?

Orix Jreit FRA:O2F +1.21% 66 1-Year Sharpe Ratio is -0.74 as of Jun. 25, 2026. GuruFocus rates FRA:O2F with a GF Score™ of 66/100 and a GF Value™ of €523.50. The stock has 5 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 (2026-06-25), Orix Jreit's 1-Year Sharpe Ratio is -0.74.

Orix Jreit  (FRA:O2F) 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.

Orix Jreit 1-Year Sharpe Ratio Related Terms

FRA:O2F vs BXP, ARE, VNO: 1-Year Sharpe Ratio Comparison

For the REIT - Office subindustry, Orix Jreit'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.

Orix Jreit 1-Year Sharpe Ratio vs REITs Industry

For the REITs industry and Real Estate sector, Orix Jreit's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Orix Jreit's 1-Year Sharpe Ratio falls into.


FRA:O2F
66GF Score
Orix Jreit Inc FRA:O2F
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Orix Jreit 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 -0.74 mean?
Orix Jreit (FRA:O2F) has a 1-Year Sharpe Ratio of -0.74 as of Jun. 25, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Orix Jreit and its competitors.
Is Orix Jreit's 1-Year Sharpe Ratio too high?
Orix Jreit's current 1-Year Sharpe Ratio is -0.74. Overall, Orix Jreit has a GF Score™ of 66/100, reflecting its overall financial health beyond just this single metric.
How does Orix Jreit's 1-Year Sharpe Ratio compare to BXP and ARE?
Orix Jreit's 1-Year Sharpe Ratio of -0.74 can be compared against companies in the REITs 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 REITs company?
A good 1-Year Sharpe Ratio depends on the REITs 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 Orix Jreit and its competitors. Orix Jreit's current 1-Year Sharpe Ratio is -0.74. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Orix Jreit stock overvalued right now?
Orix Jreit (FRA:O2F) has a current 1-Year Sharpe Ratio of -0.74. The stock's GF Value™ is €523.50, compared to a current price of €500.00 — trading 4.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.74. Orix Jreit's overall GF Score™ is 66/100 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 Orix Jreit (FRA:O2F), the current 1-Year Sharpe Ratio is -0.74 as of Jun. 25, 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 Orix Jreit (FRA:O2F) Overvalued in 2026?

Based on GuruFocus' analysis, Orix Jreit stock appears to be undervalued. The current stock price of €500.00 is trading 4.5% below its estimated GF Value™ of €523.50.

Key valuation signals for FRA:O2F:

  • 1-Year Sharpe Ratio: -0.74
  • GF Value™: €523.50 vs. price of €500.00 (4.5% below fair value)
  • GF Score™: 66/100 with 5 warning signs

No single metric tells the full story. See the FRA:O2F stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Orix Jreit Business Description

Industry Real EstateREITs
Other Exchanges 8954:Japan
Address 2-3-1 Hamamatsucho, Minato-ku, Tokyo, JPN, 105-6135
Orix Jreit Inc is a real estate investment trust engaged in the acquisition, ownership, and leasing of properties throughout Japan. In terms of asset acquisition price, the majority of the company's real estate portfolio comprises office buildings. Retail facilities and residential properties together also make up a considerable percentage of this portfolio. Orix JREIT's real estate assets are mostly located in the Greater Tokyo area, with those in the Central Wards of Tokyo representing the geographic segment in terms of property acquisition price. The company derives nearly all of its income in the form of rental revenue from tenants.
66GF 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.

€500.00
Price
€523.50
GF Value