MrMax Holdings (FSE:8203) 1-Year Sharpe Ratio: -19.59 (As of Sep. 06, 2026)

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FSE:8203 MrMax Holdings Ltd FSE:8203
70 GF Score
Price 円817.00
GF Value 円800.04
! 2 Warning Signs
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What is MrMax Holdings 1-Year Sharpe Ratio?

MrMax Holdings FSE:8203 70 1-Year Sharpe Ratio is -19.59 as of Sep. 06, 2026. GuruFocus rates FSE:8203 with a GF Score™ of 70/100 and a GF Value™ of 円800.04. The stock has 2 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 (2026-09-06), MrMax Holdings's 1-Year Sharpe Ratio is -19.59.

MrMax Holdings  (FSE:8203) 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.

MrMax Holdings 1-Year Sharpe Ratio Related Terms

FSE:8203 vs WMT, COST, TGT: 1-Year Sharpe Ratio Comparison

For the Discount Stores subindustry, MrMax Holdings'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.

MrMax Holdings 1-Year Sharpe Ratio vs Retail - Defensive Industry

For the Retail - Defensive industry and Consumer Defensive sector, MrMax Holdings's 1-Year Sharpe Ratio distribution charts can be found below:

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


FSE:8203
70GF Score
MrMax Holdings Ltd FSE:8203
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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MrMax Holdings 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 -19.59 mean?
MrMax Holdings (FSE:8203) has a 1-Year Sharpe Ratio of -19.59 as of Sep. 06, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for MrMax Holdings and its competitors.
Is MrMax Holdings' 1-Year Sharpe Ratio too high?
MrMax Holdings' current 1-Year Sharpe Ratio is -19.59. Overall, MrMax Holdings has a GF Score™ of 70/100, reflecting its overall financial health beyond just this single metric.
How does MrMax Holdings' 1-Year Sharpe Ratio compare to WMT and COST?
MrMax Holdings' 1-Year Sharpe Ratio of -19.59 can be compared against companies in the Retail - Defensive 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 Retail - Defensive company?
A good 1-Year Sharpe Ratio depends on the Retail - Defensive 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 MrMax Holdings and its competitors. MrMax Holdings's current 1-Year Sharpe Ratio is -19.59. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is MrMax Holdings stock overvalued right now?
MrMax Holdings (FSE:8203) has a current 1-Year Sharpe Ratio of -19.59. The stock's GF Value™ is 円800.04, compared to a current price of 円817.00 — trading 2.1% above its estimated fair value. The current 1-Year Sharpe Ratio is -19.59. MrMax Holdings' overall GF Score™ is 70/100 with 2 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 MrMax Holdings (FSE:8203), the current 1-Year Sharpe Ratio is -19.59 as of Sep. 06, 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 MrMax Holdings (FSE:8203) Overvalued in 2026?

Based on GuruFocus' analysis, MrMax Holdings stock appears to be overvalued. The current stock price of 円817.00 is trading 2.1% above its estimated GF Value™ of 円800.04.

Key valuation signals for FSE:8203:

  • 1-Year Sharpe Ratio: -19.59
  • GF Value™: 円800.04 vs. price of 円817.00 (2.1% above fair value)
  • GF Score™: 70/100 with 2 warning signs

No single metric tells the full story. See the FSE:8203 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

MrMax Holdings Business Description

Other Exchanges 8203:Japan
Address 1-5-7 Matsuda, Higashi-ku, Fukuoka, JPN, 812-0064
MrMax Holdings Ltd is an online and physical discount store that sells household and consumer products. The company offers products such as T.V, phones, kitchen and household electronic appliances, sanitary products, clothes, sports goods, foods, and beverages, carry cases, and others.
70GF Score

Get the complete analysis for FSE:8203

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

円817.00
Price
円800.04
GF Value