Headwaters Co (TSE:4011) 1-Year Sharpe Ratio: -0.99 (As of Sep. 16, 2026)

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Director of Data and Quant Analytics at GuruFocus
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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.

TSE:4011 Headwaters Co Ltd TSE:4011
74 GF Score
Price 円2,245.00
GF Value 円8,722.09
Valuation Possible Value Trap
! 7 Warning Signs
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What is Headwaters Co 1-Year Sharpe Ratio?

Headwaters Co TSE:4011 -3.77% 74 1-Year Sharpe Ratio is -0.99 as of Sep. 16, 2026. GuruFocus rates TSE:4011 with a GF Score™ of 74/100 and a GF Value™ of 円8,722.09 (Possible Value Trap). 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 (2026-09-16), Headwaters Co's 1-Year Sharpe Ratio is -0.99.

Headwaters Co  (TSE:4011) 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.

Headwaters Co 1-Year Sharpe Ratio Related Terms

TSE:4011 vs CRM, SHOP, UBER: 1-Year Sharpe Ratio Comparison

For the Software - Application subindustry, Headwaters 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.

Headwaters Co 1-Year Sharpe Ratio vs Software Industry

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

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


TSE:4011
74GF Score
Headwaters Co Ltd TSE:4011
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Headwaters 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 -0.99 mean?
Headwaters Co (TSE:4011) has a 1-Year Sharpe Ratio of -0.99 as of Sep. 16, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Headwaters Co and its competitors.
Is Headwaters Co's 1-Year Sharpe Ratio too high?
Headwaters Co's current 1-Year Sharpe Ratio is -0.99. Overall, Headwaters Co has a GF Score™ of 74/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Headwaters Co's 1-Year Sharpe Ratio compare to CRM and SHOP?
Headwaters Co's 1-Year Sharpe Ratio of -0.99 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 Headwaters Co and its competitors. Headwaters Co's current 1-Year Sharpe Ratio is -0.99. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Headwaters Co stock overvalued right now?
Based on GuruFocus' analysis, Headwaters Co (TSE:4011) is currently considered Possible Value Trap. The stock's GF Value™ is 円8,722.09, compared to a current price of 円2,245.00 — trading 74.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.99. Headwaters Co's overall GF Score™ is 74/100 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 Headwaters Co (TSE:4011), the current 1-Year Sharpe Ratio is -0.99 as of Sep. 16, 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 Headwaters Co (TSE:4011) Overvalued in 2026?

Based on GuruFocus' analysis, Headwaters Co stock appears to be undervalued. The current stock price of 円2,245.00 is trading 74.3% below its estimated GF Value™ of 円8,722.09. GuruFocus considers Headwaters Co to be Possible Value Trap.

Key valuation signals for TSE:4011:

  • 1-Year Sharpe Ratio: -0.99
  • GF Value™: 円8,722.09 vs. price of 円2,245.00 (74.3% below fair value)
  • GF Score™: 74/100 with 7 warning signs

No single metric tells the full story. See the TSE:4011 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Headwaters Co Business Description

Address 6-5-1 Nishi-Shinjuku, Shinjuku-ku, 4th floor, Shinjuku Island Tower, Tokyo, JPN, 163-1304
Headwaters Co Ltd is engaged in the planning and development of artificial intelligence (AI) applications. It develops AI-related businesses such as AI platform operation, AI application development, robot application development, and cloud service operation. The group has a single segment, the AI solutions business.
74GF Score

Get the complete analysis for TSE:4011

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

円2,245.00
Price
円8,722.09
GF Value