Filinvest Development (PHS:FDC) 1-Year Sharpe Ratio: -0.68 (As of Jul. 07, 2026)


PHS:FDC Filinvest Development Corp PHS:FDC
82 GF Score
Price ₱4.30
GF Value ₱6.13
Valuation Possible Value Trap
! 6 Warning Signs
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What is Filinvest Development 1-Year Sharpe Ratio?

Filinvest Development PHS:FDC +0.70% 82 1-Year Sharpe Ratio is -0.68 as of Jul. 07, 2026. GuruFocus rates PHS:FDC with a GF Score™ of 82/100 and a GF Value™ of ₱6.13 (Possible Value Trap). 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 (2026-07-07), Filinvest Development's 1-Year Sharpe Ratio is -0.68.

Filinvest Development  (PHS:FDC) 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.

Filinvest Development 1-Year Sharpe Ratio Related Terms

PHS:FDC vs HON, MMM: 1-Year Sharpe Ratio Comparison

For the Conglomerates subindustry, Filinvest Development'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.

Filinvest Development 1-Year Sharpe Ratio vs Conglomerates Industry

For the Conglomerates industry and Industrials sector, Filinvest Development's 1-Year Sharpe Ratio distribution charts can be found below:

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


PHS:FDC
82GF Score
Filinvest Development Corp PHS:FDC
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Filinvest Development 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?
Filinvest Development (PHS:FDC) has a 1-Year Sharpe Ratio of -0.68 as of Jul. 07, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Filinvest Development and its competitors.
Is Filinvest Development's 1-Year Sharpe Ratio too high?
Filinvest Development's current 1-Year Sharpe Ratio is -0.68. Overall, Filinvest Development has a GF Score™ of 82/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Filinvest Development's 1-Year Sharpe Ratio compare to HON and MMM?
Filinvest Development's 1-Year Sharpe Ratio of -0.68 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 1-Year Sharpe Ratio depends on the Conglomerates 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 Filinvest Development and its competitors. Filinvest Development'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 Filinvest Development stock overvalued right now?
Based on GuruFocus' analysis, Filinvest Development (PHS:FDC) is currently considered Possible Value Trap. The stock's GF Value™ is ₱6.13, compared to a current price of ₱4.30 — trading 29.9% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.68. Filinvest Development's overall GF Score™ is 82/100 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 Filinvest Development (PHS:FDC), the current 1-Year Sharpe Ratio is -0.68 as of Jul. 07, 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 Filinvest Development (PHS:FDC) Overvalued in 2026?

Based on GuruFocus' analysis, Filinvest Development stock appears to be undervalued. The current stock price of ₱4.30 is trading 29.9% below its estimated GF Value™ of ₱6.13. GuruFocus considers Filinvest Development to be Possible Value Trap.

Key valuation signals for PHS:FDC:

  • 1-Year Sharpe Ratio: -0.68
  • GF Value™: ₱6.13 vs. price of ₱4.30 (29.9% below fair value)
  • GF Score™: 82/100 with 6 warning signs

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

Filinvest Development Business Description

Address 5th Avenue corner 23rd Street, 6th Floor, The Beaufort, Bonifacio Global City, Metro Manila, Taguig City, PHL, 1634
Filinvest Development Corp is a Philippines-based company engaged in real estate operations as a developer of residential subdivisions and mixed-use urban projects, including condominiums, commercial buildings, industrial parks, and farm estates. It is also involved in leasing operations, hospitality operations, banking and financial services, power and utility operations, sugar farming and milling business, and digital ventures. Its segments are Real Estate Operations, Hospitality, Banking and Financial Services, Utilities, Sugar Operations, and Other operations. Geographically, company has spread it's operations in Philippines, Australia, Asia, Europe and USA.
82GF Score

Get the complete analysis for PHS:FDC

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

₱4.30
Price
₱6.13
GF Value