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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 (2026-07-23), Freedom Holding's 1-Year Sharpe Ratio is -0.17.
Freedom Holding (NAS:FRHC) 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.
Freedom Holding 1-Year Sharpe Ratio Related Terms
FRHC vs VOYA, HTH, TMS: 1-Year Sharpe Ratio Comparison
For the Financial Conglomerates subindustry, Freedom Holding'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.
Freedom Holding 1-Year Sharpe Ratio vs Diversified Financial Services Industry
For the Diversified Financial Services industry and Financial Services sector, Freedom Holding's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Freedom Holding's 1-Year Sharpe Ratio falls into.
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.
Freedom Holding (FRHC) has a 1-Year Sharpe Ratio of -0.17 as of Jul. 23, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Freedom Holding and its competitors.
Is Freedom Holding's 1-Year Sharpe Ratio too high?
Freedom Holding's current 1-Year Sharpe Ratio is -0.17. Overall, Freedom Holding has a GF Score™ of 77/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Freedom Holding's 1-Year Sharpe Ratio compare to VOYA and HTH?
Freedom Holding's 1-Year Sharpe Ratio of -0.17 can be compared against companies in the Diversified Financial Services 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 Diversified Financial Services company?
A good 1-Year Sharpe Ratio depends on the Diversified Financial Services 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 Freedom Holding and its competitors. Freedom Holding's current 1-Year Sharpe Ratio is -0.17. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Freedom Holding stock overvalued right now?
Based on GuruFocus' analysis, Freedom Holding (FRHC) is currently considered Fairly Valued. The stock's GF Value™ is $155.50, compared to a current price of $158.73 — trading 2.1% above its estimated fair value. The current 1-Year Sharpe Ratio is -0.17. Freedom Holding's overall GF Score™ is 77/100 with 11 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 Freedom Holding (FRHC), the current 1-Year Sharpe Ratio is -0.17 as of Jul. 23, 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 Freedom Holding (FRHC) Overvalued in 2026?
Based on GuruFocus' analysis, Freedom Holding stock appears to be overvalued.
The current stock price of $158.73 is trading 2.1% above its estimated GF Value™ of $155.50.
GuruFocus considers Freedom Holding to be Fairly Valued.
Key valuation signals for FRHC:
1-Year Sharpe Ratio: -0.17
GF Value™: $155.50 vs. price of $158.73 (2.1% above fair value)
No single metric tells the full story. See the FRHC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Freedom Holding Corp is a holding company with its subsidiary it is engaged in securities brokerage, securities dealing for customers and account, market-making activities, investment research, investment counseling, investment banking services, retail and commercial banking, insurance products, payment services, and information processing services. It acts as a professional participant through its subsidiaries on the Kazakhstan Stock Exchange (KASE), Moscow Exchange (MOEX), Saint-Petersburg Exchange (SPB), the Ukrainian Exchange, the Uzbek Republican Currency Exchange (UZCE), and the Republican Stock Exchange of Tashkent (UZSE). Its segments are Brokerage, Banking, Insurance, and Others.
77GF Score
Get the complete analysis for FRHC
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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