JFEYF (JFE Systems) 1-Year Sharpe Ratio: 0.73 (As of Aug. 17, 2026)

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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.

JFEYF JFE Systems Inc JFEYF
82 GF Score
Price $12.22
GF Value $10.22
! 2 Warning Signs
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What is JFE Systems 1-Year Sharpe Ratio?

JFE Systems JFEYF 82 1-Year Sharpe Ratio is 0.73 as of Aug. 17, 2026. GuruFocus rates JFEYF with a GF Score™ of 82/100 and a GF Value™ of $10.22. 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 (2026-08-17), JFE Systems's 1-Year Sharpe Ratio is 0.73.

JFE Systems  (OTCPK:JFEYF) 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.

JFE Systems 1-Year Sharpe Ratio Related Terms

JFEYF vs IBM, ACN, FISV: 1-Year Sharpe Ratio Comparison

For the Information Technology Services subindustry, JFE Systems'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.

JFE Systems 1-Year Sharpe Ratio vs Software Industry

For the Software industry and Technology sector, JFE Systems's 1-Year Sharpe Ratio distribution charts can be found below:

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


JFEYF
82GF Score
JFE Systems Inc JFEYF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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JFE Systems 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 0.73 mean?
JFE Systems (JFEYF) has a 1-Year Sharpe Ratio of 0.73 as of Aug. 17, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for JFE Systems and its competitors.
Is JFE Systems' 1-Year Sharpe Ratio too high?
JFE Systems' current 1-Year Sharpe Ratio is 0.73. Overall, JFE Systems has a GF Score™ of 82/100, reflecting its overall financial health beyond just this single metric.
How does JFE Systems' 1-Year Sharpe Ratio compare to IBM and ACN?
JFE Systems' 1-Year Sharpe Ratio of 0.73 can be compared against companies in the Software 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 Software company?
A good 1-Year Sharpe Ratio depends on the Software 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 JFE Systems and its competitors. JFE Systems's current 1-Year Sharpe Ratio is 0.73. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is JFE Systems stock overvalued right now?
JFE Systems (JFEYF) has a current 1-Year Sharpe Ratio of 0.73. The stock's GF Value™ is $10.22, compared to a current price of $12.22 — trading 19.5% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.73. JFE Systems' overall GF Score™ is 82/100 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 JFE Systems (JFEYF), the current 1-Year Sharpe Ratio is 0.73 as of Aug. 17, 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 JFE Systems (JFEYF) Overvalued in 2026?

Based on GuruFocus' analysis, JFE Systems stock appears to be overvalued. The current stock price of $12.22 is trading 19.5% above its estimated GF Value™ of $10.22.

Key valuation signals for JFEYF:

  • 1-Year Sharpe Ratio: 0.73
  • GF Value™: $10.22 vs. price of $12.22 (19.5% above fair value)
  • GF Score™: 82/100 with 2 warning signs

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

JFE Systems Business Description

Other Exchanges 4832:Japan
Address 1-3-2 Shibaura Minato-ku, Sea Bank S Building, Tokyo, JPN, 105-0023
JFE Systems Inc is a Japan-based computer integrated systems design company. It is mainly engaged in the planning, design, development, and maintenance of computer systems. It offers industry solutions. business solutions, and infrastructure solutions. The company builds solutions for financial sectors, the food industry, and the manufacturing sector. It is also engaged in the application development and maintenance services.
82GF Score

Get the complete analysis for JFEYF

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

$12.22
Price
$10.22
GF Value