San Miguel (PHS:SMC) 1-Year Sharpe Ratio: -0.32 (As of Jul. 14, 2026)

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Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
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Founder & CEO of GuruFocus
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:SMC San Miguel Corp PHS:SMC
75 GF Score
Price ₱64.80
GF Value ₱82.74
Valuation Modestly Undervalued
! 5 Warning Signs
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What is San Miguel 1-Year Sharpe Ratio?

San Miguel PHS:SMC -0.31% 75 1-Year Sharpe Ratio is -0.32 as of Jul. 14, 2026. GuruFocus rates PHS:SMC with a GF Score™ of 75/100 and a GF Value™ of ₱82.74 (Modestly Undervalued). The stock has 5 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 (2026-07-14), San Miguel's 1-Year Sharpe Ratio is -0.32.

San Miguel  (PHS:SMC) 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.

San Miguel 1-Year Sharpe Ratio Related Terms

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

For the Conglomerates subindustry, San Miguel'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.

San Miguel 1-Year Sharpe Ratio vs Conglomerates Industry

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

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


PHS:SMC
75GF Score
San Miguel Corp PHS:SMC
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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San Miguel 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 -0.32 mean?
San Miguel (PHS:SMC) has a 1-Year Sharpe Ratio of -0.32 as of Jul. 14, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for San Miguel and its competitors.
Is San Miguel's 1-Year Sharpe Ratio too high?
San Miguel's current 1-Year Sharpe Ratio is -0.32. Overall, San Miguel has a GF Score™ of 75/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does San Miguel's 1-Year Sharpe Ratio compare to HON and MMM?
San Miguel's 1-Year Sharpe Ratio of -0.32 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 San Miguel and its competitors. San Miguel's current 1-Year Sharpe Ratio is -0.32. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is San Miguel stock overvalued right now?
Based on GuruFocus' analysis, San Miguel (PHS:SMC) is currently considered Modestly Undervalued. The stock's GF Value™ is ₱82.74, compared to a current price of ₱64.80 — trading 21.7% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.32. San Miguel's overall GF Score™ is 75/100 with 5 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 San Miguel (PHS:SMC), the current 1-Year Sharpe Ratio is -0.32 as of Jul. 14, 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 San Miguel (PHS:SMC) Overvalued in 2026?

Based on GuruFocus' analysis, San Miguel stock appears to be undervalued. The current stock price of ₱64.80 is trading 21.7% below its estimated GF Value™ of ₱82.74. GuruFocus considers San Miguel to be Modestly Undervalued.

Key valuation signals for PHS:SMC:

  • 1-Year Sharpe Ratio: -0.32
  • GF Value™: ₱82.74 vs. price of ₱64.80 (21.7% below fair value)
  • GF Score™: 75/100 with 5 warning signs

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

San Miguel Business Description

Address No. 40 San Miguel Avenue, P.O. Box 271, Manila Central Post Office, Metro Manila, Mandaluyong, PHL, 1550
San Miguel Corp, through its subsidiaries, operates in various reportable business segments, including food and beverage, packaging, energy, fuel and oil, infrastructure, cement, and real estate property management and development. Maximum revenue is generated from the fuel and oil segment, which is engaged in refining crude oil and marketing and distribution of refined petroleum products.
75GF Score

Get the complete analysis for PHS:SMC

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

₱64.80
Price
₱82.74
GF Value