Foley Wines (NZSE:FWL) 1-Year Sharpe Ratio: -0.28 (As of Sep. 12, 2026)

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NZSE:FWL Foley Wines Ltd NZSE:FWL
32 GF Score
Price NZ$0.55
GF Value NZ$0.63
Valuation Modestly Undervalued
! 6 Warning Signs
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What is Foley Wines 1-Year Sharpe Ratio?

Foley Wines NZSE:FWL +0.93% 32 1-Year Sharpe Ratio is -0.28 as of Sep. 12, 2026. GuruFocus rates NZSE:FWL with a GF Score™ of 32/100 and a GF Value™ of NZ$0.63 (Modestly Undervalued). The stock has 6 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 (2026-09-12), Foley Wines's 1-Year Sharpe Ratio is -0.28.

Foley Wines  (NZSE:FWL) 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.

Foley Wines 1-Year Sharpe Ratio Related Terms

NZSE:FWL vs BF.B: 1-Year Sharpe Ratio Comparison

For the Beverages - Wineries & Distilleries subindustry, Foley Wines'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.

Foley Wines 1-Year Sharpe Ratio vs Beverages - Alcoholic Industry

For the Beverages - Alcoholic industry and Consumer Defensive sector, Foley Wines's 1-Year Sharpe Ratio distribution charts can be found below:

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


NZSE:FWL
32GF Score
Foley Wines Ltd NZSE:FWL
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Foley Wines 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 -0.28 mean?
Foley Wines (NZSE:FWL) has a 1-Year Sharpe Ratio of -0.28 as of Sep. 12, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Foley Wines and its competitors.
Is Foley Wines' 1-Year Sharpe Ratio too high?
Foley Wines' current 1-Year Sharpe Ratio is -0.28. Overall, Foley Wines has a GF Score™ of 32/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Foley Wines' 1-Year Sharpe Ratio compare to BF.B?
Foley Wines' 1-Year Sharpe Ratio of -0.28 can be compared against companies in the Beverages - Alcoholic 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 Beverages - Alcoholic company?
A good 1-Year Sharpe Ratio depends on the Beverages - Alcoholic 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 Foley Wines and its competitors. Foley Wines's current 1-Year Sharpe Ratio is -0.28. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Foley Wines stock overvalued right now?
Based on GuruFocus' analysis, Foley Wines (NZSE:FWL) is currently considered Modestly Undervalued. The stock's GF Value™ is NZ$0.63, compared to a current price of NZ$0.55 — trading 13.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.28. Foley Wines' overall GF Score™ is 32/100 with 6 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 Foley Wines (NZSE:FWL), the current 1-Year Sharpe Ratio is -0.28 as of Sep. 12, 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 Foley Wines (NZSE:FWL) Overvalued in 2026?

Based on GuruFocus' analysis, Foley Wines stock appears to be undervalued. The current stock price of NZ$0.55 is trading 13.5% below its estimated GF Value™ of NZ$0.63. GuruFocus considers Foley Wines to be Modestly Undervalued.

Key valuation signals for NZSE:FWL:

  • 1-Year Sharpe Ratio: -0.28
  • GF Value™: NZ$0.63 vs. price of NZ$0.55 (13.5% below fair value)
  • GF Score™: 32/100 with 6 warning signs

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

Foley Wines Business Description

Address 13 Waihopai Valley Road, RD6, Blenheim, MBH, NZL, 7276
Foley Wines Ltd is a wine company that produces table wines and markets and sells premium wines in New Zealand and various export markets. The company's vineyards are in Marlborough and Martinborough, New Zealand. The company earns majority of its revenue from sale of bottled wines. It sells its products in New Zealand, Australia, the United States, the United Kingdom, Europe, and the rest of the world.
32GF Score

Get the complete analysis for NZSE:FWL

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

NZ$0.55
Price
NZ$0.63
GF Value