SOSSF (Sonae SGPS) 1-Year Sharpe Ratio: -87.40 (As of Jul. 12, 2026)


SOSSF Sonae SGPS SA SOSSF
87 GF Score
Price $0.70
GF Value $0.44
! 8 Warning Signs
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What is Sonae SGPS 1-Year Sharpe Ratio?

Sonae SGPS SOSSF 87 1-Year Sharpe Ratio is -87.40 as of Jul. 12, 2026. GuruFocus rates SOSSF with a GF Score™ of 87/100 and a GF Value™ of $0.44. 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 (2026-07-12), Sonae SGPS's 1-Year Sharpe Ratio is -87.40.

Sonae SGPS  (OTCPK:SOSSF) 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.

Sonae SGPS 1-Year Sharpe Ratio Related Terms

SOSSF vs KR, SFM: 1-Year Sharpe Ratio Comparison

For the Grocery Stores subindustry, Sonae SGPS'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.

Sonae SGPS 1-Year Sharpe Ratio vs Retail - Defensive Industry

For the Retail - Defensive industry and Consumer Defensive sector, Sonae SGPS's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Sonae SGPS's 1-Year Sharpe Ratio falls into.


SOSSF
87GF Score
Sonae SGPS SA SOSSF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Sonae SGPS 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 -87.40 mean?
Sonae SGPS (SOSSF) has a 1-Year Sharpe Ratio of -87.40 as of Jul. 12, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Sonae SGPS and its competitors.
Is Sonae SGPS's 1-Year Sharpe Ratio too high?
Sonae SGPS's current 1-Year Sharpe Ratio is -87.40. Overall, Sonae SGPS has a GF Score™ of 87/100, reflecting its overall financial health beyond just this single metric.
How does Sonae SGPS's 1-Year Sharpe Ratio compare to KR and SFM?
Sonae SGPS's 1-Year Sharpe Ratio of -87.40 can be compared against companies in the Retail - Defensive 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 - Defensive company?
A good 1-Year Sharpe Ratio depends on the Retail - Defensive 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 Sonae SGPS and its competitors. Sonae SGPS'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 Sonae SGPS stock overvalued right now?
Sonae SGPS (SOSSF) has a current 1-Year Sharpe Ratio of -87.40. The stock's GF Value™ is $0.44, compared to a current price of $0.70 — trading 59.1% above its estimated fair value. The current 1-Year Sharpe Ratio is -87.40. Sonae SGPS's overall GF Score™ is 87/100 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 Sonae SGPS (SOSSF), the current 1-Year Sharpe Ratio is -87.40 as of Jul. 12, 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 Sonae SGPS (SOSSF) Overvalued in 2026?

Based on GuruFocus' analysis, Sonae SGPS stock appears to be overvalued. The current stock price of $0.70 is trading 59.1% above its estimated GF Value™ of $0.44.

Key valuation signals for SOSSF:

  • 1-Year Sharpe Ratio: -87.40
  • GF Value™: $0.44 vs. price of $0.70 (59.1% above fair value)
  • GF Score™: 87/100 with 8 warning signs

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

Sonae SGPS Business Description

Address Lugar do Espido, Via Norte, Apartado 1011, Maia, PRT, 4470-909
Sonae SGPS SA is a retail company that manages a variety of business portfolios, including food, sports goods, clothing & apparel, financial services, electronics, technology, and telecommunication. The company's business is divided into segments based on the business offerings: MC, Worten, Musti, Bright Pixel, Sierra, and NOS. The MC business segment, which generates maximum of the company's revenue, deals in the Portuguese food retail market and also operates in complementary businesses to retail activities, as well as in the health and beauty retail sector in Portugal and Spain. The company operates earns majority of its revenue in Portugal, while it also has its presence in Nordic Countries, Spain, Netherlands, Romania, France, Italy, England, and Rest of the World.
87GF 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.

$0.70
Price
$0.44
GF Value