SPB Exchange PJSC (MIC:SPBE) 1-Year Sharpe Ratio: -0.68 (As of Aug. 01, 2026)

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MIC:SPBE SPB Exchange PJSC MIC:SPBE
23 GF Score
Price ₽123.80
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What is SPB Exchange PJSC 1-Year Sharpe Ratio?

SPB Exchange PJSC MIC:SPBE +2.31% 23 1-Year Sharpe Ratio is -0.68 as of Aug. 01, 2026. GuruFocus rates MIC:SPBE with a GF Score™ of 23/100.

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 (2026-08-01), SPB Exchange PJSC's 1-Year Sharpe Ratio is -0.68.

SPB Exchange PJSC  (MIC:SPBE) 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.

SPB Exchange PJSC 1-Year Sharpe Ratio Related Terms

MIC:SPBE vs SPGI, CME, ICE: 1-Year Sharpe Ratio Comparison

For the Financial Data & Stock Exchanges subindustry, SPB Exchange PJSC'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.

SPB Exchange PJSC 1-Year Sharpe Ratio vs Capital Markets Industry

For the Capital Markets industry and Financial Services sector, SPB Exchange PJSC's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where SPB Exchange PJSC's 1-Year Sharpe Ratio falls into.


MIC:SPBE
23GF Score
SPB Exchange PJSC MIC:SPBE
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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SPB Exchange PJSC 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 -0.68 mean?
SPB Exchange PJSC (MIC:SPBE) has a 1-Year Sharpe Ratio of -0.68 as of Aug. 01, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for SPB Exchange PJSC and its competitors.
Is SPB Exchange PJSC's 1-Year Sharpe Ratio too high?
SPB Exchange PJSC's current 1-Year Sharpe Ratio is -0.68. Overall, SPB Exchange PJSC has a GF Score™ of 23/100, reflecting its overall financial health beyond just this single metric.
How does SPB Exchange PJSC's 1-Year Sharpe Ratio compare to SPGI and CME?
SPB Exchange PJSC's 1-Year Sharpe Ratio of -0.68 can be compared against companies in the Capital Markets 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 Capital Markets company?
A good 1-Year Sharpe Ratio depends on the Capital Markets 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 SPB Exchange PJSC and its competitors. SPB Exchange PJSC's current 1-Year Sharpe Ratio is -0.68. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is SPB Exchange PJSC stock overvalued right now?
SPB Exchange PJSC (MIC:SPBE) has a current 1-Year Sharpe Ratio of -0.68. The current 1-Year Sharpe Ratio is -0.68. SPB Exchange PJSC's overall GF Score™ is 23/100. 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 SPB Exchange PJSC (MIC:SPBE), the current 1-Year Sharpe Ratio is -0.68 as of Aug. 01, 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.

SPB Exchange PJSC Business Description

Address 38 Dolgorukovskaya Street, Building 1, Moscow, RUS, 127006
SPB Exchange PJSC is an exchange for international securities in the Russian financial market. It operates according to a business-to-business and business-to-customer model, simultaneously focusing on retail investors and financial intermediaries as direct customers. The company provides access to investment products for Russian and international investors, operating through its trading infrastructure and order-routing mechanisms.
23GF Score

Get the complete analysis for MIC:SPBE

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

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