Chung Jye Investment Holding Co (TPE:6965) 1-Year Sharpe Ratio: -1.10 (As of Aug. 20, 2026)

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TPE:6965 Chung Jye Investment Holding Co Ltd TPE:6965
21 GF Score
Price NT$73.30
! 3 Warning Signs
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What is Chung Jye Investment Holding Co 1-Year Sharpe Ratio?

Chung Jye Investment Holding Co TPE:6965 -0.95% 21 1-Year Sharpe Ratio is -1.10 as of Aug. 20, 2026. GuruFocus rates TPE:6965 with a GF Score™ of 21/100. The stock has 3 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 (2026-08-20), Chung Jye Investment Holding Co's 1-Year Sharpe Ratio is -1.10.

Chung Jye Investment Holding Co  (TPE:6965) 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.

Chung Jye Investment Holding Co 1-Year Sharpe Ratio Related Terms

TPE:6965 vs NKE, DECK, ONON: 1-Year Sharpe Ratio Comparison

For the Footwear & Accessories subindustry, Chung Jye Investment Holding 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.

Chung Jye Investment Holding Co 1-Year Sharpe Ratio vs Manufacturing - Apparel & Accessories Industry

For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Chung Jye Investment Holding Co's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Chung Jye Investment Holding Co's 1-Year Sharpe Ratio falls into.


TPE:6965
21GF Score
Chung Jye Investment Holding Co Ltd TPE:6965
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Chung Jye Investment Holding 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 -1.10 mean?
Chung Jye Investment Holding Co (TPE:6965) has a 1-Year Sharpe Ratio of -1.10 as of Aug. 20, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chung Jye Investment Holding Co and its competitors.
Is Chung Jye Investment Holding Co's 1-Year Sharpe Ratio too high?
Chung Jye Investment Holding Co's current 1-Year Sharpe Ratio is -1.10. Overall, Chung Jye Investment Holding Co has a GF Score™ of 21/100, reflecting its overall financial health beyond just this single metric.
How does Chung Jye Investment Holding Co's 1-Year Sharpe Ratio compare to NKE and DECK?
Chung Jye Investment Holding Co's 1-Year Sharpe Ratio of -1.10 can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good 1-Year Sharpe Ratio depends on the Manufacturing - Apparel & Accessories 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 Chung Jye Investment Holding Co and its competitors. Chung Jye Investment Holding Co's current 1-Year Sharpe Ratio is -1.10. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chung Jye Investment Holding Co stock overvalued right now?
Chung Jye Investment Holding Co (TPE:6965) has a current 1-Year Sharpe Ratio of -1.10. The current 1-Year Sharpe Ratio is -1.10. Chung Jye Investment Holding Co's overall GF Score™ is 21/100 with 3 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 Chung Jye Investment Holding Co (TPE:6965), the current 1-Year Sharpe Ratio is -1.10 as of Aug. 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.

Chung Jye Investment Holding Co Business Description

Address Oleander Way, 802 West Bay Road, The Grand Pavilion Commercial Centre, P.O. Box 32052, Grand Cayman, CYM, KY1-1208
Chung Jye Investment Holding Co Ltd manufactures footwear products on an OEM basis. The company is a large shoe manufacturer that manufactures branded sports shoes, leather shoes, casual shoes and other footwear. Geographically, the company operates in Asia, Americas, and Others, of which it derives maximum revenue from Asia.
21GF Score

Get the complete analysis for TPE:6965

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

NT$73.30
Price