Shenzhen Kingdom Sci-tech Co (SHSE:600446) 1-Year Sharpe Ratio: -1.15 (As of Sep. 02, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
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.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
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.

SHSE:600446 Shenzhen Kingdom Sci-tech Co Ltd SHSE:600446
53 GF Score
Price ¥11.32
GF Value ¥7.28
Valuation Significantly Overvalued
! 4 Warning Signs
View Full Analysis

What is Shenzhen Kingdom Sci-tech Co 1-Year Sharpe Ratio?

Shenzhen Kingdom Sci-tech Co SHSE:600446 -0.53% 53 1-Year Sharpe Ratio is -1.15 as of Sep. 02, 2026. GuruFocus rates SHSE:600446 with a GF Score™ of 53/100 and a GF Value™ of ¥7.28 (Significantly Overvalued). The stock has 4 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 (2026-09-02), Shenzhen Kingdom Sci-tech Co's 1-Year Sharpe Ratio is -1.15.

Shenzhen Kingdom Sci-tech Co  (SHSE:600446) 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.

Shenzhen Kingdom Sci-tech Co 1-Year Sharpe Ratio Related Terms

SHSE:600446 vs CRM, SHOP, UBER: 1-Year Sharpe Ratio Comparison

For the Software - Application subindustry, Shenzhen Kingdom Sci-tech 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.

Shenzhen Kingdom Sci-tech Co 1-Year Sharpe Ratio vs Software Industry

For the Software industry and Technology sector, Shenzhen Kingdom Sci-tech Co's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Shenzhen Kingdom Sci-tech Co's 1-Year Sharpe Ratio falls into.


SHSE:600446
53GF Score
Shenzhen Kingdom Sci-tech Co Ltd SHSE:600446
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Shenzhen Kingdom Sci-tech 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.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -1.15 mean?
Shenzhen Kingdom Sci-tech Co (SHSE:600446) has a 1-Year Sharpe Ratio of -1.15 as of Sep. 02, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Shenzhen Kingdom Sci-tech Co and its competitors.
Is Shenzhen Kingdom Sci-tech Co's 1-Year Sharpe Ratio too high?
Shenzhen Kingdom Sci-tech Co's current 1-Year Sharpe Ratio is -1.15. Overall, Shenzhen Kingdom Sci-tech Co has a GF Score™ of 53/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Shenzhen Kingdom Sci-tech Co's 1-Year Sharpe Ratio compare to CRM and SHOP?
Shenzhen Kingdom Sci-tech Co's 1-Year Sharpe Ratio of -1.15 can be compared against companies in the Software 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 Software company?
A good 1-Year Sharpe Ratio depends on the Software 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 Shenzhen Kingdom Sci-tech Co and its competitors. Shenzhen Kingdom Sci-tech Co's current 1-Year Sharpe Ratio is -1.15. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Shenzhen Kingdom Sci-tech Co stock overvalued right now?
Based on GuruFocus' analysis, Shenzhen Kingdom Sci-tech Co (SHSE:600446) is currently considered Significantly Overvalued. The stock's GF Value™ is ¥7.28, compared to a current price of ¥11.32 — trading 55.5% above its estimated fair value. The current 1-Year Sharpe Ratio is -1.15. Shenzhen Kingdom Sci-tech Co's overall GF Score™ is 53/100 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 Shenzhen Kingdom Sci-tech Co (SHSE:600446), the current 1-Year Sharpe Ratio is -1.15 as of Sep. 02, 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 Shenzhen Kingdom Sci-tech Co (SHSE:600446) Overvalued in 2026?

Based on GuruFocus' analysis, Shenzhen Kingdom Sci-tech Co stock appears to be overvalued. The current stock price of ¥11.32 is trading 55.5% above its estimated GF Value™ of ¥7.28. GuruFocus considers Shenzhen Kingdom Sci-tech Co to be Significantly Overvalued.

Key valuation signals for SHSE:600446:

  • 1-Year Sharpe Ratio: -1.15
  • GF Value™: ¥7.28 vs. price of ¥11.32 (55.5% above fair value)
  • GF Score™: 53/100 with 4 warning signs

No single metric tells the full story. See the SHSE:600446 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Shenzhen Kingdom Sci-tech Co Business Description

Address the 9th high-South Road, Shenzhen Science and Technology Parks, Nanshan District, Shenzhen, CHN, 518026
Shenzhen Kingdom Sci-tech Co Ltd operates as a financial technology company in China. It offers software in the fields of securities, funds, banking, futures, insurance, trust, integrated finance, and regulatory agencies.
53GF Score

Get the complete analysis for SHSE:600446

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

¥11.32
Price
¥7.28
GF Value