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 (2026-07-13), The Philippine Stock Exchange's 1-Year Sharpe Ratio is -0.18.
The Philippine Stock Exchange (PHS:PSE) 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.
The Philippine Stock Exchange 1-Year Sharpe Ratio Related Terms
PHS:PSE vs SPGI, CME, MCO: 1-Year Sharpe Ratio Comparison
For the Financial Data & Stock Exchanges subindustry, The Philippine Stock Exchange'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.
The Philippine Stock Exchange 1-Year Sharpe Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, The Philippine Stock Exchange's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where The Philippine Stock Exchange's 1-Year Sharpe Ratio falls into.
The Philippine Stock Exchange 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.
The Philippine Stock Exchange (PHS:PSE) has a 1-Year Sharpe Ratio of -0.18 as of Jul. 13, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for The Philippine Stock Exchange and its competitors.
Is The Philippine Stock Exchange's 1-Year Sharpe Ratio too high?
The Philippine Stock Exchange's current 1-Year Sharpe Ratio is -0.18. Overall, The Philippine Stock Exchange has a GF Score™ of 89/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does The Philippine Stock Exchange's 1-Year Sharpe Ratio compare to SPGI and CME?
The Philippine Stock Exchange's 1-Year Sharpe Ratio of -0.18 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 The Philippine Stock Exchange and its competitors. The Philippine Stock Exchange's current 1-Year Sharpe Ratio is -0.18. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Philippine Stock Exchange stock overvalued right now?
Based on GuruFocus' analysis, The Philippine Stock Exchange (PHS:PSE) is currently considered Significantly Undervalued. The stock's GF Value™ is ₱380.99, compared to a current price of ₱205.00 — trading 46.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.18. The Philippine Stock Exchange's overall GF Score™ is 89/100 with 4 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 The Philippine Stock Exchange (PHS:PSE), the current 1-Year Sharpe Ratio is -0.18 as of Jul. 13, 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 The Philippine Stock Exchange (PHS:PSE) Overvalued in 2026?
Based on GuruFocus' analysis, The Philippine Stock Exchange stock appears to be undervalued.
The current stock price of ₱205.00 is trading 46.2% below its estimated GF Value™ of ₱380.99.
GuruFocus considers The Philippine Stock Exchange to be Significantly Undervalued.
Key valuation signals for PHS:PSE:
1-Year Sharpe Ratio: -0.18
GF Value™: ₱380.99 vs. price of ₱205.00 (46.2% below fair value)
No single metric tells the full story. See the PHS:PSE stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
The Philippine Stock Exchange Business Description
The Philippine Stock Exchange Inc is a Philippines-based stock corporation. The company's business is to provide and maintain a convenient and suitable market for the exchange, purchase, and sale of all types of securities and other instruments. The company's business segments include: Equity, Clearing and Settlement Business; and Depository and Fixed Income Business. It derives maximum revenue from Equity, Clearing and Settlement Business. The sources of revenue also consist of listing-related fees for initial public offerings, annual listing maintenance membership, transactions, data feeds, and miscellaneous fees.
89GF Score
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