CTS Global Equity Group (PHS:CTS) 1-Year Sharpe Ratio: -1.62 (As of Jul. 11, 2026)


PHS:CTS CTS Global Equity Group Inc PHS:CTS
45 GF Score
Price ₱0.37
GF Value ₱0.47
Valuation Modestly Undervalued
! 3 Warning Signs
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What is CTS Global Equity Group 1-Year Sharpe Ratio?

CTS Global Equity Group PHS:CTS -2.67% 45 1-Year Sharpe Ratio is -1.62 as of Jul. 11, 2026. GuruFocus rates PHS:CTS with a GF Score™ of 45/100 and a GF Value™ of ₱0.47 (Modestly Undervalued). The stock has 3 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 (2026-07-11), CTS Global Equity Group's 1-Year Sharpe Ratio is -1.62.

CTS Global Equity Group  (PHS:CTS) 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.

CTS Global Equity Group 1-Year Sharpe Ratio Related Terms

PHS:CTS vs MS, GS, SCHW: 1-Year Sharpe Ratio Comparison

For the Capital Markets subindustry, CTS Global Equity Group'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.

CTS Global Equity Group 1-Year Sharpe Ratio vs Capital Markets Industry

For the Capital Markets industry and Financial Services sector, CTS Global Equity Group's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where CTS Global Equity Group's 1-Year Sharpe Ratio falls into.


PHS:CTS
45GF Score
CTS Global Equity Group Inc PHS:CTS
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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CTS Global Equity Group 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 -1.62 mean?
CTS Global Equity Group (PHS:CTS) has a 1-Year Sharpe Ratio of -1.62 as of Jul. 11, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for CTS Global Equity Group and its competitors.
Is CTS Global Equity Group's 1-Year Sharpe Ratio too high?
CTS Global Equity Group's current 1-Year Sharpe Ratio is -1.62. Overall, CTS Global Equity Group has a GF Score™ of 45/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does CTS Global Equity Group's 1-Year Sharpe Ratio compare to MS and GS?
CTS Global Equity Group's 1-Year Sharpe Ratio of -1.62 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 CTS Global Equity Group and its competitors. CTS Global Equity Group's current 1-Year Sharpe Ratio is -1.62. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CTS Global Equity Group stock overvalued right now?
Based on GuruFocus' analysis, CTS Global Equity Group (PHS:CTS) is currently considered Modestly Undervalued. The stock's GF Value™ is ₱0.47, compared to a current price of ₱0.37 — trading 22.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.62. CTS Global Equity Group's overall GF Score™ is 45/100 with 3 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 CTS Global Equity Group (PHS:CTS), the current 1-Year Sharpe Ratio is -1.62 as of Jul. 11, 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 CTS Global Equity Group (PHS:CTS) Overvalued in 2026?

Based on GuruFocus' analysis, CTS Global Equity Group stock appears to be undervalued. The current stock price of ₱0.37 is trading 22.3% below its estimated GF Value™ of ₱0.47. GuruFocus considers CTS Global Equity Group to be Modestly Undervalued.

Key valuation signals for PHS:CTS:

  • 1-Year Sharpe Ratio: -1.62
  • GF Value™: ₱0.47 vs. price of ₱0.37 (22.3% below fair value)
  • GF Score™: 45/100 with 3 warning signs

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

CTS Global Equity Group Business Description

Address Exchange Road, Ortigas Center, 27th floor East Tower, Tektite Towers, Metro Manila, Pasig, PHL, 1605
CTS Global Equity Group Inc. is a stock brokerage firm in the Philippines. The company is engaged as a Broker-Dealer in Securities and Proprietary Trading. It offers its brokerage services for securities. It offers financial services to the clients by giving them access to trade the Philippine market with the support and assistance of a seasoned broker. The company's business segments include: Proprietary Trading, Brokerage Services, Investment Income, and Client Advisory. Its internship program, trader training, and client advisory business allow its clients and stakeholders to participate in the capital markets.
45GF Score

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

₱0.37
Price
₱0.47
GF Value