SSI Group (PHS:SSI) 1-Year Sharpe Ratio: -2.30 (As of Jul. 08, 2026)


PHS:SSI SSI Group Inc PHS:SSI
90 GF Score
Price ₱2.20
GF Value ₱3.49
Valuation Significantly Undervalued
! 3 Warning Signs
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What is SSI Group 1-Year Sharpe Ratio?

SSI Group PHS:SSI -0.45% 90 1-Year Sharpe Ratio is -2.30 as of Jul. 08, 2026. GuruFocus rates PHS:SSI with a GF Score™ of 90/100 and a GF Value™ of ₱3.49 (Significantly 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 (2026-07-08), SSI Group's 1-Year Sharpe Ratio is -2.30.

SSI Group  (PHS:SSI) 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.

SSI Group 1-Year Sharpe Ratio Related Terms

PHS:SSI vs TJX, ROST, BURL: 1-Year Sharpe Ratio Comparison

For the Apparel Retail subindustry, SSI 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.

SSI Group 1-Year Sharpe Ratio vs Retail - Cyclical Industry

For the Retail - Cyclical industry and Consumer Cyclical sector, SSI Group's 1-Year Sharpe Ratio distribution charts can be found below:

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


PHS:SSI
90GF Score
SSI Group Inc PHS:SSI
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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SSI 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 -2.30 mean?
SSI Group (PHS:SSI) has a 1-Year Sharpe Ratio of -2.30 as of Jul. 08, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for SSI Group and its competitors.
Is SSI Group's 1-Year Sharpe Ratio too high?
SSI Group's current 1-Year Sharpe Ratio is -2.30. Overall, SSI Group has a GF Score™ of 90/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does SSI Group's 1-Year Sharpe Ratio compare to TJX and ROST?
SSI Group's 1-Year Sharpe Ratio of -2.30 can be compared against companies in the Retail - Cyclical 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 Retail - Cyclical company?
A good 1-Year Sharpe Ratio depends on the Retail - Cyclical 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 SSI Group and its competitors. SSI Group's current 1-Year Sharpe Ratio is -2.30. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is SSI Group stock overvalued right now?
Based on GuruFocus' analysis, SSI Group (PHS:SSI) is currently considered Significantly Undervalued. The stock's GF Value™ is ₱3.49, compared to a current price of ₱2.20 — trading 37% below its estimated fair value. The current 1-Year Sharpe Ratio is -2.30. SSI Group's overall GF Score™ is 90/100 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 SSI Group (PHS:SSI), the current 1-Year Sharpe Ratio is -2.30 as of Jul. 08, 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 SSI Group (PHS:SSI) Overvalued in 2026?

Based on GuruFocus' analysis, SSI Group stock appears to be undervalued. The current stock price of ₱2.20 is trading 37% below its estimated GF Value™ of ₱3.49. GuruFocus considers SSI Group to be Significantly Undervalued.

Key valuation signals for PHS:SSI:

  • 1-Year Sharpe Ratio: -2.30
  • GF Value™: ₱3.49 vs. price of ₱2.20 (37% below fair value)
  • GF Score™: 90/100 with 3 warning signs

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

SSI Group Business Description

Address 403 Senator Gil Puyat Avenue, 6th Floor, Midland Buendia Building, Makati City, PHL, 1200
SSI Group Inc together with its subsidiaries, operates specialty retail stores in the Philippines. The company operates a retail network consists of 628 stores located within approximately 110 malls across the Philippines, including Metro Manila, Luzon, Visayas, and Mindanao. The company provides a broad range of categories and brands, from luxury and bridge apparel to casual wear and fast fashion, as well as footwear, accessories, luggage, food, home and decor, and beauty and personal care.
90GF Score

Get the complete analysis for PHS:SSI

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

₱2.20
Price
₱3.49
GF Value