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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 (2026-07-20), Shanghai Fudan Microelectronics Group Co's 1-Year Sharpe Ratio is -87.40.
Shanghai Fudan Microelectronics Group Co (OTCPK:SFDMY) 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.
Shanghai Fudan Microelectronics Group Co 1-Year Sharpe Ratio Related Terms
SFDMY vs NVDA, AVGO, MU: 1-Year Sharpe Ratio Comparison
For the Semiconductors subindustry, Shanghai Fudan Microelectronics Group 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.
Shanghai Fudan Microelectronics Group Co 1-Year Sharpe Ratio vs Semiconductors Industry
Shanghai Fudan Microelectronics Group 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.
Shanghai Fudan Microelectronics Group Co (SFDMY) has a 1-Year Sharpe Ratio of -87.40 as of Jul. 20, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Shanghai Fudan Microelectronics Group Co and its competitors.
Is Shanghai Fudan Microelectronics Group Co's 1-Year Sharpe Ratio too high?
Shanghai Fudan Microelectronics Group Co's current 1-Year Sharpe Ratio is -87.40. Overall, Shanghai Fudan Microelectronics Group Co has a GF Score™ of 96/100, reflecting its overall financial health beyond just this single metric.
How does Shanghai Fudan Microelectronics Group Co's 1-Year Sharpe Ratio compare to NVDA and AVGO?
Shanghai Fudan Microelectronics Group Co's 1-Year Sharpe Ratio of -87.40 can be compared against companies in the Semiconductors 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 Semiconductors company?
A good 1-Year Sharpe Ratio depends on the Semiconductors 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 Shanghai Fudan Microelectronics Group Co and its competitors. Shanghai Fudan Microelectronics Group Co's current 1-Year Sharpe Ratio is -87.40. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Shanghai Fudan Microelectronics Group Co stock overvalued right now?
Shanghai Fudan Microelectronics Group Co (SFDMY) has a current 1-Year Sharpe Ratio of -87.40. The stock's GF Value™ is $47.39, compared to a current price of $49.75 — trading 5% above its estimated fair value. The current 1-Year Sharpe Ratio is -87.40. Shanghai Fudan Microelectronics Group Co's overall GF Score™ is 96/100 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 Shanghai Fudan Microelectronics Group Co (SFDMY), the current 1-Year Sharpe Ratio is -87.40 as of Jul. 20, 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 Shanghai Fudan Microelectronics Group Co (SFDMY) Overvalued in 2026?
Based on GuruFocus' analysis, Shanghai Fudan Microelectronics Group Co stock appears to be overvalued.
The current stock price of $49.75 is trading 5% above its estimated GF Value™ of $47.39.
Key valuation signals for SFDMY:
1-Year Sharpe Ratio: -87.40
GF Value™: $47.39 vs. price of $49.75 (5% above fair value)
No single metric tells the full story. See the SFDMY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Shanghai Fudan Microelectronics Group Co Business Description
Shanghai Fudan Microelectronics Group Co Ltd is a China-based company. Along with its subsidiaries, it is engaged in the design, development, and sale of integrated circuit products; and integrated circuit product testing services. The company is organised into business units based on products and services and has two reportable segments as follows: The design, development and sale of IC products segment (Design segment): Production of security and identification chips, non-volatile memory, smart meter chips, FPGAs, and other chips; and The provision of testing services for the IC products segment (Testing segment): IC chip and IC product testing services.
96GF Score
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