HNORF (Harvey Norman Holdings) 1-Year Sharpe Ratio: 0.34 (As of Jul. 20, 2026)

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HNORF Harvey Norman Holdings Ltd HNORF
76 GF Score
Price $3.72
GF Value $4.27
! 5 Warning Signs
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What is Harvey Norman Holdings 1-Year Sharpe Ratio?

Harvey Norman Holdings HNORF 76 1-Year Sharpe Ratio is 0.34 as of Jul. 20, 2026. GuruFocus rates HNORF with a GF Score™ of 76/100 and a GF Value™ of $4.27. The stock has 5 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 (2026-07-20), Harvey Norman Holdings's 1-Year Sharpe Ratio is 0.34.

Harvey Norman Holdings  (OTCPK:HNORF) 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.

Harvey Norman Holdings 1-Year Sharpe Ratio Related Terms

HNORF vs CASY, WSM, DKS: 1-Year Sharpe Ratio Comparison

For the Specialty Retail subindustry, Harvey Norman 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.

Harvey Norman Holdings 1-Year Sharpe Ratio vs Retail - Cyclical Industry

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

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


HNORF
76GF Score
Harvey Norman Holdings Ltd HNORF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Harvey Norman 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 0.34 mean?
Harvey Norman Holdings (HNORF) has a 1-Year Sharpe Ratio of 0.34 as of Jul. 20, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Harvey Norman Holdings and its competitors.
Is Harvey Norman Holdings' 1-Year Sharpe Ratio too high?
Harvey Norman Holdings' current 1-Year Sharpe Ratio is 0.34. Overall, Harvey Norman Holdings has a GF Score™ of 76/100, reflecting its overall financial health beyond just this single metric.
How does Harvey Norman Holdings' 1-Year Sharpe Ratio compare to CASY and WSM?
Harvey Norman Holdings' 1-Year Sharpe Ratio of 0.34 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 Harvey Norman Holdings and its competitors. Harvey Norman Holdings's current 1-Year Sharpe Ratio is 0.34. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Harvey Norman Holdings stock overvalued right now?
Harvey Norman Holdings (HNORF) has a current 1-Year Sharpe Ratio of 0.34. The stock's GF Value™ is $4.27, compared to a current price of $3.72 — trading 12.9% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.34. Harvey Norman Holdings' overall GF Score™ is 76/100 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 Harvey Norman Holdings (HNORF), the current 1-Year Sharpe Ratio is 0.34 as of Jul. 20, 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 Harvey Norman Holdings (HNORF) Overvalued in 2026?

Based on GuruFocus' analysis, Harvey Norman Holdings stock appears to be undervalued. The current stock price of $3.72 is trading 12.9% below its estimated GF Value™ of $4.27.

Key valuation signals for HNORF:

  • 1-Year Sharpe Ratio: 0.34
  • GF Value™: $4.27 vs. price of $3.72 (12.9% below fair value)
  • GF Score™: 76/100 with 5 warning signs

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

Harvey Norman Holdings Business Description

Address A1 Richmond Road, Homebush West, Sydney, NSW, AUS, 2140
Harvey Norman Holdings Limited is the franchisor of Harvey Norman, a leading Australia-based retailer that sells goods from the electrical, computer, furniture, entertainment, and bedding sectors. The majority of earnings are generated in Australia, with the international divisions gradually growing in significance.
76GF Score

Get the complete analysis for HNORF

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

$3.72
Price
$4.27
GF Value