Qilu Expressway Co (FRA:Z5E) 1-Year Sharpe Ratio: -0.03 (As of Sep. 21, 2026)

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FRA:Z5E Qilu Expressway Co Ltd FRA:Z5E
59 GF Score
Price €0.16
GF Value €0.08
! 12 Warning Signs
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What is Qilu Expressway Co 1-Year Sharpe Ratio?

Qilu Expressway Co FRA:Z5E -1.27% 59 1-Year Sharpe Ratio is -0.03 as of Sep. 21, 2026. GuruFocus rates FRA:Z5E with a GF Score™ of 59/100 and a GF Value™ of €0.08. The stock has 12 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 (2026-09-21), Qilu Expressway Co's 1-Year Sharpe Ratio is -0.03.

Qilu Expressway Co  (FRA:Z5E) 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.

Qilu Expressway Co 1-Year Sharpe Ratio Related Terms

Qilu Expressway Co 1-Year Sharpe Ratio Competitor Comparison

For the Infrastructure Operations subindustry, Qilu Expressway 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.

Qilu Expressway Co 1-Year Sharpe Ratio vs Construction Industry

For the Construction industry and Industrials sector, Qilu Expressway Co's 1-Year Sharpe Ratio distribution charts can be found below:

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


FRA:Z5E
59GF Score
Qilu Expressway Co Ltd FRA:Z5E
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Qilu Expressway 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 -0.03 mean?
Qilu Expressway Co (FRA:Z5E) has a 1-Year Sharpe Ratio of -0.03 as of Sep. 21, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Qilu Expressway Co and its competitors.
Is Qilu Expressway Co's 1-Year Sharpe Ratio too high?
Qilu Expressway Co's current 1-Year Sharpe Ratio is -0.03. Overall, Qilu Expressway Co has a GF Score™ of 59/100, reflecting its overall financial health beyond just this single metric.
How does Qilu Expressway Co's 1-Year Sharpe Ratio compare to competitors?
Qilu Expressway Co's 1-Year Sharpe Ratio of -0.03 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 Qilu Expressway Co and its competitors. Qilu Expressway Co's current 1-Year Sharpe Ratio is -0.03. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Qilu Expressway Co stock overvalued right now?
Qilu Expressway Co (FRA:Z5E) has a current 1-Year Sharpe Ratio of -0.03. The stock's GF Value™ is €0.08, compared to a current price of €0.16 — trading 95% above its estimated fair value. The current 1-Year Sharpe Ratio is -0.03. Qilu Expressway Co's overall GF Score™ is 59/100 with 12 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 Qilu Expressway Co (FRA:Z5E), the current 1-Year Sharpe Ratio is -0.03 as of Sep. 21, 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 Qilu Expressway Co (FRA:Z5E) Overvalued in 2026?

Based on GuruFocus' analysis, Qilu Expressway Co stock appears to be overvalued. The current stock price of €0.16 is trading 95% above its estimated GF Value™ of €0.08.

Key valuation signals for FRA:Z5E:

  • 1-Year Sharpe Ratio: -0.03
  • GF Value™: €0.08 vs. price of €0.16 (95% above fair value)
  • GF Score™: 59/100 with 12 warning signs

No single metric tells the full story. See the FRA:Z5E stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Qilu Expressway Co Business Description

Other Exchanges 01576:Hong Kong
Address No. 7000, Jingshi East Road, Zone 3, Hanyu Financial & Business Centre, Room 2301, Block 4, High-tech Zone, Shandong Province, Jinan, CHN
Qilu Expressway Co Ltd is an expressway operator in Shandong province with the concession rights to construct, maintain, operate and management of the Jihe Expressway, the Deshang Expressway and the Shennan Expressway. It has only one reportable segment, Expressway Business. Its operations are located in Mainland China.
59GF 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.

€0.16
Price
€0.08
GF Value