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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 (2026-08-03), Great Eastern Holdings's 1-Year Sharpe Ratio is -87.40.
Great Eastern Holdings (OTCPK:GEHDF) 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.
Great Eastern Holdings 1-Year Sharpe Ratio Related Terms
GEHDF vs AFL, MET, PRU: 1-Year Sharpe Ratio Comparison
For the Insurance - Life subindustry, Great Eastern 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.
Great Eastern Holdings 1-Year Sharpe Ratio vs Insurance Industry
For the Insurance industry and Financial Services sector, Great Eastern Holdings's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Great Eastern Holdings's 1-Year Sharpe Ratio falls into.
Great Eastern 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.
Great Eastern Holdings (GEHDF) has a 1-Year Sharpe Ratio of -87.40 as of Aug. 03, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Great Eastern Holdings and its competitors.
Is Great Eastern Holdings' 1-Year Sharpe Ratio too high?
Great Eastern Holdings' current 1-Year Sharpe Ratio is -87.40. Overall, Great Eastern Holdings has a GF Score™ of 57/100, reflecting its overall financial health beyond just this single metric.
How does Great Eastern Holdings' 1-Year Sharpe Ratio compare to AFL and MET?
Great Eastern Holdings' 1-Year Sharpe Ratio of -87.40 can be compared against companies in the Insurance 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 Insurance company?
A good 1-Year Sharpe Ratio depends on the Insurance 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 Great Eastern Holdings and its competitors. Great Eastern Holdings's current 1-Year Sharpe Ratio is -87.40. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Great Eastern Holdings stock overvalued right now?
Great Eastern Holdings (GEHDF) has a current 1-Year Sharpe Ratio of -87.40. The stock's GF Value™ is $11.17, compared to a current price of $15.17 — trading 35.8% above its estimated fair value. The current 1-Year Sharpe Ratio is -87.40. Great Eastern Holdings' overall GF Score™ is 57/100 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 Great Eastern Holdings (GEHDF), the current 1-Year Sharpe Ratio is -87.40 as of Aug. 03, 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 Great Eastern Holdings (GEHDF) Overvalued in 2026?
Based on GuruFocus' analysis, Great Eastern Holdings stock appears to be overvalued.
The current stock price of $15.17 is trading 35.8% above its estimated GF Value™ of $11.17.
Key valuation signals for GEHDF:
1-Year Sharpe Ratio: -87.40
GF Value™: $11.17 vs. price of $15.17 (35.8% above fair value)
No single metric tells the full story. See the GEHDF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Great Eastern Holdings Ltd provides insurance and investment management services through three segments. The Life Insurance segment, which contributes the majority of revenue, offers life, long-term health, and accident insurance, annuities, and unit-linked products, with revenues from external customers. The Non-Life Insurance segment provides short-term property and casualty, liability, medical, and personal accident coverage, including protection against fire, burglary, and business interruption. The Shareholders segment delivers fund management services across Asia Pacific equities and fixed income portfolios for institutional clients. The company derives the majority of its revenue from Singapore.
57GF 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.
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