HESAF (Hermes International) 1-Year Sharpe Ratio: -1.60 (As of Jul. 18, 2026)

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Director of Data and Quant Analytics at GuruFocus
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Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

HESAF Hermes International SA HESAF
91 GF Score
Price $1,914.66
GF Value $2,860.07
Valuation Significantly Undervalued
! 1 Warning Sign
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What is Hermes International 1-Year Sharpe Ratio?

Hermes International HESAF -1.04% 91 1-Year Sharpe Ratio is -1.60 as of Jul. 18, 2026. GuruFocus rates HESAF with a GF Score™ of 91/100 and a GF Value™ of $2,860.07 (Significantly Undervalued). The stock has 1 warning sign 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 (2026-07-18), Hermes International's 1-Year Sharpe Ratio is -1.60.

Hermes International  (OTCPK:HESAF) 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.

Hermes International 1-Year Sharpe Ratio Related Terms

HESAF vs TPR, SIG, CPRI: 1-Year Sharpe Ratio Comparison

For the Luxury Goods subindustry, Hermes International'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.

Hermes International 1-Year Sharpe Ratio vs Retail - Cyclical Industry

For the Retail - Cyclical industry and Consumer Cyclical sector, Hermes International's 1-Year Sharpe Ratio distribution charts can be found below:

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


HESAF
91GF Score
Hermes International SA HESAF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Hermes International 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 -1.60 mean?
Hermes International (HESAF) has a 1-Year Sharpe Ratio of -1.60 as of Jul. 18, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Hermes International and its competitors.
Is Hermes International's 1-Year Sharpe Ratio too high?
Hermes International's current 1-Year Sharpe Ratio is -1.60. Overall, Hermes International has a GF Score™ of 91/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Hermes International's 1-Year Sharpe Ratio compare to TPR and SIG?
Hermes International's 1-Year Sharpe Ratio of -1.60 can be compared against companies in the Retail - Cyclical 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 - Cyclical company?
A good 1-Year Sharpe Ratio depends on the Retail - Cyclical 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 Hermes International and its competitors. Hermes International's current 1-Year Sharpe Ratio is -1.60. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Hermes International stock overvalued right now?
Based on GuruFocus' analysis, Hermes International (HESAF) is currently considered Significantly Undervalued. The stock's GF Value™ is $2,860.07, compared to a current price of $1,914.66 — trading 33.1% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.60. Hermes International's overall GF Score™ is 91/100 with 1 warning sign 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 Hermes International (HESAF), the current 1-Year Sharpe Ratio is -1.60 as of Jul. 18, 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 Hermes International (HESAF) Overvalued in 2026?

Based on GuruFocus' analysis, Hermes International stock appears to be undervalued. The current stock price of $1,914.66 is trading 33.1% below its estimated GF Value™ of $2,860.07. GuruFocus considers Hermes International to be Significantly Undervalued.

Key valuation signals for HESAF:

  • 1-Year Sharpe Ratio: -1.60
  • GF Value™: $2,860.07 vs. price of $1,914.66 (33.1% below fair value)
  • GF Score™: 91/100 with 1 warning sign

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

Hermes International Business Description

Address 24 rue du Faubourg Saint Honore, Paris, FRA, 75008
Hermès is over 180-year-old family controlled luxury goods company best known for its Birkin and Kelly bags. Its biggest segments are leather goods and saddlery, accounting for over 40% of revenue; clothes and accessories (28% of sales); silk and textiles (6%); and other products such as perfumes, watches, jewellery, and home furnishings. Hermès has about 300 stores globally.
91GF 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.

$1,914.66
Price
$2,860.07
GF Value