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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 (2026-08-30), J Front Retailing Co's 1-Year Sharpe Ratio is 1.17.
J Front Retailing Co (NGO:3086) 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.
J Front Retailing Co 1-Year Sharpe Ratio Related Terms
NGO:3086 vs DDS, M: 1-Year Sharpe Ratio Comparison
For the Department Stores subindustry, J Front Retailing Co'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.
J Front Retailing Co 1-Year Sharpe Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, J Front Retailing Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where J Front Retailing Co's 1-Year Sharpe Ratio falls into.
J Front Retailing Co 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.
J Front Retailing Co (NGO:3086) has a 1-Year Sharpe Ratio of 1.17 as of Aug. 30, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for J Front Retailing Co and its competitors.
Is J Front Retailing Co's 1-Year Sharpe Ratio too high?
J Front Retailing Co's current 1-Year Sharpe Ratio is 1.17. Overall, J Front Retailing Co has a GF Score™ of 73/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does J Front Retailing Co's 1-Year Sharpe Ratio compare to DDS and M?
J Front Retailing Co's 1-Year Sharpe Ratio of 1.17 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 J Front Retailing Co and its competitors. J Front Retailing Co's current 1-Year Sharpe Ratio is 1.17. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is J Front Retailing Co stock overvalued right now?
Based on GuruFocus' analysis, J Front Retailing Co (NGO:3086) is currently considered Significantly Overvalued. The stock's GF Value™ is 円2,028.62, compared to a current price of 円3,023.00 — trading 49% above its estimated fair value. The current 1-Year Sharpe Ratio is 1.17. J Front Retailing Co's overall GF Score™ is 73/100 with 9 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 J Front Retailing Co (NGO:3086), the current 1-Year Sharpe Ratio is 1.17 as of Aug. 30, 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 J Front Retailing Co (NGO:3086) Overvalued in 2026?
Based on GuruFocus' analysis, J Front Retailing Co stock appears to be overvalued.
The current stock price of 円3,023.00 is trading 49% above its estimated GF Value™ of 円2,028.62.
GuruFocus considers J Front Retailing Co to be Significantly Overvalued.
Key valuation signals for NGO:3086:
1-Year Sharpe Ratio: 1.17
GF Value™: 円2,028.62 vs. price of 円3,023.00 (49% above fair value)
No single metric tells the full story. See the NGO:3086 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
J Front Retailing Co Ltd is a Japanese retail group. The company operates through four segments. The Department Store business sells clothing, household goods, groceries, and miscellaneous items. The Developer segment handles real estate development, sales, management, operations, and interior construction. The Payment and Financial Services segment issues and operates credit cards. The Shopping Center segment develops and manages shopping centers. The Others segment includes wholesale, parking, and leasing businesses. It generates the majority of its revenue from the Department Store Business segment.
73GF Score
Get the complete analysis for NGO:3086
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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