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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 (2026-09-11), Shanghai Zhenhua Heavy Industries Co's 1-Year Sharpe Ratio is -0.41.
Shanghai Zhenhua Heavy Industries Co (SHSE:600320) 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 Zhenhua Heavy Industries Co 1-Year Sharpe Ratio Related Terms
SHSE:600320 vs GEV, ETN, PH: 1-Year Sharpe Ratio Comparison
For the Specialty Industrial Machinery subindustry, Shanghai Zhenhua Heavy Industries 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 Zhenhua Heavy Industries Co 1-Year Sharpe Ratio vs Industrial Products Industry
For the Industrial Products industry and Industrials sector, Shanghai Zhenhua Heavy Industries Co's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Shanghai Zhenhua Heavy Industries Co's 1-Year Sharpe Ratio falls into.
Shanghai Zhenhua Heavy Industries 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 Zhenhua Heavy Industries Co (SHSE:600320) has a 1-Year Sharpe Ratio of -0.41 as of Sep. 11, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Shanghai Zhenhua Heavy Industries Co and its competitors.
Is Shanghai Zhenhua Heavy Industries Co's 1-Year Sharpe Ratio too high?
Shanghai Zhenhua Heavy Industries Co's current 1-Year Sharpe Ratio is -0.41. Overall, Shanghai Zhenhua Heavy Industries Co has a GF Score™ of 75/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Shanghai Zhenhua Heavy Industries Co's 1-Year Sharpe Ratio compare to GEV and ETN?
Shanghai Zhenhua Heavy Industries Co's 1-Year Sharpe Ratio of -0.41 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 Shanghai Zhenhua Heavy Industries Co and its competitors. Shanghai Zhenhua Heavy Industries Co's current 1-Year Sharpe Ratio is -0.41. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Shanghai Zhenhua Heavy Industries Co stock overvalued right now?
Based on GuruFocus' analysis, Shanghai Zhenhua Heavy Industries Co (SHSE:600320) is currently considered Fairly Valued. The stock's GF Value™ is ¥4.40, compared to a current price of ¥4.24 — trading 3.6% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.41. Shanghai Zhenhua Heavy Industries Co's overall GF Score™ is 75/100 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 Shanghai Zhenhua Heavy Industries Co (SHSE:600320), the current 1-Year Sharpe Ratio is -0.41 as of Sep. 11, 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 Zhenhua Heavy Industries Co (SHSE:600320) Overvalued in 2026?
Based on GuruFocus' analysis, Shanghai Zhenhua Heavy Industries Co stock appears to be undervalued.
The current stock price of ¥4.24 is trading 3.6% below its estimated GF Value™ of ¥4.40.
GuruFocus considers Shanghai Zhenhua Heavy Industries Co to be Fairly Valued.
Key valuation signals for SHSE:600320:
1-Year Sharpe Ratio: -0.41
GF Value™: ¥4.40 vs. price of ¥4.24 (3.6% below fair value)
No single metric tells the full story. See the SHSE:600320 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Shanghai Zhenhua Heavy Industries Co Ltd manufactures heavy equipment and offers product design and aftermarket services. It constructs large port loading systems and equipment, offshore heavy equipment, engineering machinery, ships, and other large structures. In addition, the company offers environment-friendly devices, including wind power, sea water desalination, sewage treatment, and recycling equipment. Research centers and technologies help meet customers' needs, and provide innovative solutions to enhance operational performance. Offices with regional parts are scattered across the globe to supply timely responses and support preventive maintenance. The majority of total revenue comes from Asia, but the company has diversified operations to several continents.
75GF Score
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