GMA Network (PHS:GMA7) 1-Year Sharpe Ratio: -0.54 (As of Jul. 18, 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.

PHS:GMA7 GMA Network Inc PHS:GMA7
73 GF Score
Price ₱4.51
GF Value ₱6.57
Valuation Possible Value Trap
! 7 Warning Signs
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What is GMA Network 1-Year Sharpe Ratio?

GMA Network PHS:GMA7 -1.74% 73 1-Year Sharpe Ratio is -0.54 as of Jul. 18, 2026. GuruFocus rates PHS:GMA7 with a GF Score™ of 73/100 and a GF Value™ of ₱6.57 (Possible Value Trap). The stock has 7 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 (2026-07-18), GMA Network's 1-Year Sharpe Ratio is -0.54.

GMA Network  (PHS:GMA7) 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.

GMA Network 1-Year Sharpe Ratio Related Terms

PHS:GMA7 vs NXST: 1-Year Sharpe Ratio Comparison

For the Broadcasting subindustry, GMA Network'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.

GMA Network 1-Year Sharpe Ratio vs Media - Diversified Industry

For the Media - Diversified industry and Communication Services sector, GMA Network's 1-Year Sharpe Ratio distribution charts can be found below:

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


PHS:GMA7
73GF Score
GMA Network Inc PHS:GMA7
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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GMA Network 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 -0.54 mean?
GMA Network (PHS:GMA7) has a 1-Year Sharpe Ratio of -0.54 as of Jul. 18, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for GMA Network and its competitors.
Is GMA Network's 1-Year Sharpe Ratio too high?
GMA Network's current 1-Year Sharpe Ratio is -0.54. Overall, GMA Network has a GF Score™ of 73/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does GMA Network's 1-Year Sharpe Ratio compare to NXST?
GMA Network's 1-Year Sharpe Ratio of -0.54 can be compared against companies in the Media - Diversified 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 Media - Diversified company?
A good 1-Year Sharpe Ratio depends on the Media - Diversified 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 GMA Network and its competitors. GMA Network's current 1-Year Sharpe Ratio is -0.54. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is GMA Network stock overvalued right now?
Based on GuruFocus' analysis, GMA Network (PHS:GMA7) is currently considered Possible Value Trap. The stock's GF Value™ is ₱6.57, compared to a current price of ₱4.51 — trading 31.4% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.54. GMA Network's overall GF Score™ is 73/100 with 7 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 GMA Network (PHS:GMA7), the current 1-Year Sharpe Ratio is -0.54 as of Jul. 18, 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 GMA Network (PHS:GMA7) Overvalued in 2026?

Based on GuruFocus' analysis, GMA Network stock appears to be undervalued. The current stock price of ₱4.51 is trading 31.4% below its estimated GF Value™ of ₱6.57. GuruFocus considers GMA Network to be Possible Value Trap.

Key valuation signals for PHS:GMA7:

  • 1-Year Sharpe Ratio: -0.54
  • GF Value™: ₱6.57 vs. price of ₱4.51 (31.4% below fair value)
  • GF Score™: 73/100 with 7 warning signs

No single metric tells the full story. See the PHS:GMA7 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

GMA Network Business Description

Address GMA Network Center, Timog Avenue EDSA corner, Diliman, Quezon City, PHL, 1103
GMA Network Inc is mainly engaged in radio and television broadcasting, as well as film production and other information and entertainment-related activities. The Group operates through three reportable segments: the television and radio segment, which generates the majority of revenue through the sale of national and regional advertising time; the international subscription segment, which earns from subscription arrangements with international cable companies; and other businesses, which include movie production, consumer products, and related services. Geographically, it operates in the Philippines and other countries, with majority of its revenue derived from the Philippines.
73GF Score

Get the complete analysis for PHS:GMA7

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

₱4.51
Price
₱6.57
GF Value