Changchun Eurasia Group Co (SHSE:600697) 1-Year Sharpe Ratio: -0.84 (As of Aug. 30, 2026)

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SHSE:600697 Changchun Eurasia Group Co Ltd SHSE:600697
50 GF Score
Price ¥11.14
GF Value ¥11.92
Valuation Fairly Valued
! 8 Warning Signs
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What is Changchun Eurasia Group Co 1-Year Sharpe Ratio?

Changchun Eurasia Group Co SHSE:600697 +2.39% 50 1-Year Sharpe Ratio is -0.84 as of Aug. 30, 2026. GuruFocus rates SHSE:600697 with a GF Score™ of 50/100 and a GF Value™ of ¥11.92 (Fairly Valued). The stock has 8 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 (2026-08-30), Changchun Eurasia Group Co's 1-Year Sharpe Ratio is -0.84.

Changchun Eurasia Group Co  (SHSE:600697) 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.

Changchun Eurasia Group Co 1-Year Sharpe Ratio Related Terms

SHSE:600697 vs DDS: 1-Year Sharpe Ratio Comparison

For the Department Stores subindustry, Changchun Eurasia 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.

Changchun Eurasia Group Co 1-Year Sharpe Ratio vs Retail - Cyclical Industry

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

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


SHSE:600697
50GF Score
Changchun Eurasia Group Co Ltd SHSE:600697
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Changchun Eurasia 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.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.84 mean?
Changchun Eurasia Group Co (SHSE:600697) has a 1-Year Sharpe Ratio of -0.84 as of Aug. 30, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Changchun Eurasia Group Co and its competitors.
Is Changchun Eurasia Group Co's 1-Year Sharpe Ratio too high?
Changchun Eurasia Group Co's current 1-Year Sharpe Ratio is -0.84. Overall, Changchun Eurasia Group Co has a GF Score™ of 50/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Changchun Eurasia Group Co's 1-Year Sharpe Ratio compare to DDS?
Changchun Eurasia Group Co's 1-Year Sharpe Ratio of -0.84 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 Changchun Eurasia Group Co and its competitors. Changchun Eurasia Group Co's current 1-Year Sharpe Ratio is -0.84. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Changchun Eurasia Group Co stock overvalued right now?
Based on GuruFocus' analysis, Changchun Eurasia Group Co (SHSE:600697) is currently considered Fairly Valued. The stock's GF Value™ is ¥11.92, compared to a current price of ¥11.14 — trading 6.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.84. Changchun Eurasia Group Co's overall GF Score™ is 50/100 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 Changchun Eurasia Group Co (SHSE:600697), the current 1-Year Sharpe Ratio is -0.84 as of Aug. 30, 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 Changchun Eurasia Group Co (SHSE:600697) Overvalued in 2026?

Based on GuruFocus' analysis, Changchun Eurasia Group Co stock appears to be undervalued. The current stock price of ¥11.14 is trading 6.5% below its estimated GF Value™ of ¥11.92. GuruFocus considers Changchun Eurasia Group Co to be Fairly Valued.

Key valuation signals for SHSE:600697:

  • 1-Year Sharpe Ratio: -0.84
  • GF Value™: ¥11.92 vs. price of ¥11.14 (6.5% below fair value)
  • GF Score™: 50/100 with 8 warning signs

No single metric tells the full story. See the SHSE:600697 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Changchun Eurasia Group Co Business Description

Address No. 2686 Feiyue Road, Changchun, CHN, 130012
Changchun Eurasia Group Co Ltd operates departmental stores, shopping centers, and supermarket chains. The company offers various products.
50GF Score

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

¥11.14
Price
¥11.92
GF Value