IMHDF (Isetan Mitsukoshi Holdings) 1-Year Sharpe Ratio: -0.12 (As of Jul. 13, 2026)


IMHDF Isetan Mitsukoshi Holdings Ltd IMHDF
62 GF Score
Price $19.51
GF Value $12.50
! 8 Warning Signs
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What is Isetan Mitsukoshi Holdings 1-Year Sharpe Ratio?

Isetan Mitsukoshi Holdings IMHDF 62 1-Year Sharpe Ratio is -0.12 as of Jul. 13, 2026. GuruFocus rates IMHDF with a GF Score™ of 62/100 and a GF Value™ of $12.50. The stock has 8 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 (2026-07-13), Isetan Mitsukoshi Holdings's 1-Year Sharpe Ratio is -0.12.

Isetan Mitsukoshi Holdings  (OTCPK:IMHDF) 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.

Isetan Mitsukoshi Holdings 1-Year Sharpe Ratio Related Terms

IMHDF vs DDS, M: 1-Year Sharpe Ratio Comparison

For the Department Stores subindustry, Isetan Mitsukoshi 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.

Isetan Mitsukoshi Holdings 1-Year Sharpe Ratio vs Retail - Cyclical Industry

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

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


IMHDF
62GF Score
Isetan Mitsukoshi Holdings Ltd IMHDF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Isetan Mitsukoshi 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 -0.12 mean?
Isetan Mitsukoshi Holdings (IMHDF) has a 1-Year Sharpe Ratio of -0.12 as of Jul. 13, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Isetan Mitsukoshi Holdings and its competitors.
Is Isetan Mitsukoshi Holdings' 1-Year Sharpe Ratio too high?
Isetan Mitsukoshi Holdings' current 1-Year Sharpe Ratio is -0.12. Overall, Isetan Mitsukoshi Holdings has a GF Score™ of 62/100, reflecting its overall financial health beyond just this single metric.
How does Isetan Mitsukoshi Holdings' 1-Year Sharpe Ratio compare to DDS and M?
Isetan Mitsukoshi Holdings' 1-Year Sharpe Ratio of -0.12 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 Isetan Mitsukoshi Holdings and its competitors. Isetan Mitsukoshi Holdings's current 1-Year Sharpe Ratio is -0.12. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Isetan Mitsukoshi Holdings stock overvalued right now?
Isetan Mitsukoshi Holdings (IMHDF) has a current 1-Year Sharpe Ratio of -0.12. The stock's GF Value™ is $12.50, compared to a current price of $19.51 — trading 56.1% above its estimated fair value. The current 1-Year Sharpe Ratio is -0.12. Isetan Mitsukoshi Holdings' overall GF Score™ is 62/100 with 8 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 Isetan Mitsukoshi Holdings (IMHDF), the current 1-Year Sharpe Ratio is -0.12 as of Jul. 13, 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 Isetan Mitsukoshi Holdings (IMHDF) Overvalued in 2026?

Based on GuruFocus' analysis, Isetan Mitsukoshi Holdings stock appears to be overvalued. The current stock price of $19.51 is trading 56.1% above its estimated GF Value™ of $12.50.

Key valuation signals for IMHDF:

  • 1-Year Sharpe Ratio: -0.12
  • GF Value™: $12.50 vs. price of $19.51 (56.1% above fair value)
  • GF Score™: 62/100 with 8 warning signs

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

Isetan Mitsukoshi Holdings Business Description

Other Exchanges 3099:Japan4HP:Germany
Address 5-16-10 Shinjuku, Shinjuku-ku, Tokyo, JPN, 160-0022
Isetan Mitsukoshi Holdings Ltd is a Japan-based company engaged in the department store business. The company operates through three segments. The Credit, Finance, and Friends Association segment handles credit card services, lending, insurance agency operations, and friend association management. The Department Store segment offers a wide range of clothing, personal goods, household products, and foodstuffs. The Real Estate segment engages in leasing, tenant management, and building interiors. The Others segment covers diverse businesses, including retail, manufacturing, import/export, wholesale, logistics, human resources, information processing, media, and travel services. It generates the majority of its revenue from the Department store business segment.
62GF 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.

$19.51
Price
$12.50
GF Value