Spiltan Invest (NGM:SPLTN) 1-Year Sharpe Ratio: -1.37 (As of Aug. 15, 2026)

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Director of Data and Quant Analytics at GuruFocus
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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.

NGM:SPLTN Spiltan Invest NGM:SPLTN
70 GF Score
Price kr176.00
GF Value kr353.30
Valuation Significantly Undervalued
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What is Spiltan Invest 1-Year Sharpe Ratio?

Spiltan Invest NGM:SPLTN +0.57% 70 1-Year Sharpe Ratio is -1.37 as of Aug. 15, 2026. GuruFocus rates NGM:SPLTN with a GF Score™ of 70/100 and a GF Value™ of kr353.30 (Significantly Undervalued).

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 (2026-08-15), Spiltan Invest's 1-Year Sharpe Ratio is -1.37.

Spiltan Invest  (NGM:SPLTN) 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.

Spiltan Invest 1-Year Sharpe Ratio Related Terms

NGM:SPLTN vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Spiltan Invest'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.

Spiltan Invest 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Spiltan Invest's 1-Year Sharpe Ratio distribution charts can be found below:

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


NGM:SPLTN
70GF Score
Spiltan Invest NGM:SPLTN
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Spiltan Invest 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 -1.37 mean?
Spiltan Invest (NGM:SPLTN) has a 1-Year Sharpe Ratio of -1.37 as of Aug. 15, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Spiltan Invest and its competitors.
Is Spiltan Invest's 1-Year Sharpe Ratio too high?
Spiltan Invest's current 1-Year Sharpe Ratio is -1.37. Overall, Spiltan Invest has a GF Score™ of 70/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Spiltan Invest's 1-Year Sharpe Ratio compare to BLK and BX?
Spiltan Invest's 1-Year Sharpe Ratio of -1.37 can be compared against companies in the Asset Management 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 an Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management 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 Spiltan Invest and its competitors. Spiltan Invest's current 1-Year Sharpe Ratio is -1.37. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Spiltan Invest stock overvalued right now?
Based on GuruFocus' analysis, Spiltan Invest (NGM:SPLTN) is currently considered Significantly Undervalued. The stock's GF Value™ is kr353.30, compared to a current price of kr176.00 — trading 50.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.37. Spiltan Invest's overall GF Score™ is 70/100. 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 Spiltan Invest (NGM:SPLTN), the current 1-Year Sharpe Ratio is -1.37 as of Aug. 15, 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 Spiltan Invest (NGM:SPLTN) Overvalued in 2026?

Based on GuruFocus' analysis, Spiltan Invest stock appears to be undervalued. The current stock price of kr176.00 is trading 50.2% below its estimated GF Value™ of kr353.30. GuruFocus considers Spiltan Invest to be Significantly Undervalued.

Key valuation signals for NGM:SPLTN:

  • 1-Year Sharpe Ratio: -1.37
  • GF Value™: kr353.30 vs. price of kr176.00 (50.2% below fair value)
  • GF Score™: 70/100

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

Spiltan Invest Business Description

Address Erik Dahlbergsallen 15, Stockholm, SWE, 115 20
Investment AB Spiltan is an investment company that invests in listed and unlisted Swedish growth companies. It currently owns a portfolio consisting of tech, finance, real estate and industry.
70GF Score

Get the complete analysis for NGM:SPLTN

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

kr176.00
Price
kr353.30
GF Value