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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 (2026-09-08), Chun Zu Machinery Industry Co's 1-Year Sharpe Ratio is -0.97.
Chun Zu Machinery Industry Co (ROCO:4544) 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.
Chun Zu Machinery Industry Co 1-Year Sharpe Ratio Related Terms
ROCO:4544 vs GEV, ETN, PH: 1-Year Sharpe Ratio Comparison
For the Specialty Industrial Machinery subindustry, Chun Zu Machinery Industry Co'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.
Chun Zu Machinery Industry Co 1-Year Sharpe Ratio vs Industrial Products Industry
For the Industrial Products industry and Industrials sector, Chun Zu Machinery Industry Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Chun Zu Machinery Industry Co's 1-Year Sharpe Ratio falls into.
Chun Zu Machinery Industry Co 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.
Chun Zu Machinery Industry Co (ROCO:4544) has a 1-Year Sharpe Ratio of -0.97 as of Sep. 08, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chun Zu Machinery Industry Co and its competitors.
Is Chun Zu Machinery Industry Co's 1-Year Sharpe Ratio too high?
Chun Zu Machinery Industry Co's current 1-Year Sharpe Ratio is -0.97. Overall, Chun Zu Machinery Industry Co has a GF Score™ of 68/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Chun Zu Machinery Industry Co's 1-Year Sharpe Ratio compare to GEV and ETN?
Chun Zu Machinery Industry Co's 1-Year Sharpe Ratio of -0.97 can be compared against companies in the Industrial Products 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 an Industrial Products company?
A good 1-Year Sharpe Ratio depends on the Industrial Products 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 Chun Zu Machinery Industry Co and its competitors. Chun Zu Machinery Industry Co's current 1-Year Sharpe Ratio is -0.97. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chun Zu Machinery Industry Co stock overvalued right now?
Based on GuruFocus' analysis, Chun Zu Machinery Industry Co (ROCO:4544) is currently considered Modestly Undervalued. The stock's GF Value™ is NT$16.16, compared to a current price of NT$13.05 — trading 19.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.97. Chun Zu Machinery Industry Co's overall GF Score™ is 68/100 with 8 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 Chun Zu Machinery Industry Co (ROCO:4544), the current 1-Year Sharpe Ratio is -0.97 as of Sep. 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 Chun Zu Machinery Industry Co (ROCO:4544) Overvalued in 2026?
Based on GuruFocus' analysis, Chun Zu Machinery Industry Co stock appears to be undervalued.
The current stock price of NT$13.05 is trading 19.2% below its estimated GF Value™ of NT$16.16.
GuruFocus considers Chun Zu Machinery Industry Co to be Modestly Undervalued.
Key valuation signals for ROCO:4544:
1-Year Sharpe Ratio: -0.97
GF Value™: NT$16.16 vs. price of NT$13.05 (19.2% below fair value)
No single metric tells the full story. See the ROCO:4544 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Chun Zu Machinery Industry Co Ltd operates in Tools and accessories industry. The company manufactures metal cutting machine tools. The group export products include bolt formers, mini part formers, nut formers, and forming tools.
68GF Score
Get the complete analysis for ROCO:4544
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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