China Steel (TPE:2002) 1-Year Sharpe Ratio: -0.19 (As of Jul. 20, 2026)

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TPE:2002 China Steel Corp TPE:2002
66 GF Score
Price NT$18.55
GF Value NT$20.95
Valuation Modestly Undervalued
! 7 Warning Signs
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What is China Steel 1-Year Sharpe Ratio?

China Steel TPE:2002 -0.80% 66 1-Year Sharpe Ratio is -0.19 as of Jul. 20, 2026. GuruFocus rates TPE:2002 with a GF Score™ of 66/100 and a GF Value™ of NT$20.95 (Modestly Undervalued). The stock has 7 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 (2026-07-20), China Steel's 1-Year Sharpe Ratio is -0.19.

China Steel  (TPE:2002) 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.

China Steel 1-Year Sharpe Ratio Related Terms

TPE:2002 vs NUE, STLD, RS: 1-Year Sharpe Ratio Comparison

For the Steel subindustry, China Steel'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.

China Steel 1-Year Sharpe Ratio vs Steel Industry

For the Steel industry and Basic Materials sector, China Steel's 1-Year Sharpe Ratio distribution charts can be found below:

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


TPE:2002
66GF Score
China Steel Corp TPE:2002
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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China Steel 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 -0.19 mean?
China Steel (TPE:2002) has a 1-Year Sharpe Ratio of -0.19 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 China Steel and its competitors.
Is China Steel's 1-Year Sharpe Ratio too high?
China Steel's current 1-Year Sharpe Ratio is -0.19. Overall, China Steel has a GF Score™ of 66/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does China Steel's 1-Year Sharpe Ratio compare to NUE and STLD?
China Steel's 1-Year Sharpe Ratio of -0.19 can be compared against companies in the Steel 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 Steel company?
A good 1-Year Sharpe Ratio depends on the Steel 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 China Steel and its competitors. China Steel's current 1-Year Sharpe Ratio is -0.19. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Steel stock overvalued right now?
Based on GuruFocus' analysis, China Steel (TPE:2002) is currently considered Modestly Undervalued. The stock's GF Value™ is NT$20.95, compared to a current price of NT$18.55 — trading 11.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.19. China Steel's overall GF Score™ is 66/100 with 7 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 China Steel (TPE:2002), the current 1-Year Sharpe Ratio is -0.19 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 China Steel (TPE:2002) Overvalued in 2026?

Based on GuruFocus' analysis, China Steel stock appears to be undervalued. The current stock price of NT$18.55 is trading 11.5% below its estimated GF Value™ of NT$20.95. GuruFocus considers China Steel to be Modestly Undervalued.

Key valuation signals for TPE:2002:

  • 1-Year Sharpe Ratio: -0.19
  • GF Value™: NT$20.95 vs. price of NT$18.55 (11.5% below fair value)
  • GF Score™: 66/100 with 7 warning signs

No single metric tells the full story. See the TPE:2002 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

China Steel Business Description

Other Exchanges 2002A:TaiwanCNS:Germany
Address No. 1, Chung Kang Road, Hsiao Kang, Kaohsiung, TWN, 81233
China Steel Corp is a steelmaker in Taiwan. It manufactures and sells steel products and engages in mechanical, communications, and electrical engineering. The company's product portfolio includes plates, bars, wire rods, hot and cold rolled coils, electro-galvanized coils, electrical steel coils, and hot-dip galvanized coils. Along with its subsidiaries, the company operates in the following reportable segments: Steel Department and Non-Steel Department. A majority of its revenue is generated from the Steel department segment, which manufactures and sells steel products. Geographically, the company derives maximum revenue from Taiwan, followed by Vietnam, Malaysia, India, China, and other regions.
66GF Score

Get the complete analysis for TPE:2002

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

NT$18.55
Price
NT$20.95
GF Value