Neural Group (TSE:4056) 1-Year Sharpe Ratio: -1.34 (As of Sep. 09, 2026)

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Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
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Charlie Tian
Charlie Tian
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:4056 Neural Group Inc TSE:4056
60 GF Score
Price 円236.00
GF Value 円777.56
Valuation Possible Value Trap
! 3 Warning Signs
View Full Analysis

What is Neural Group 1-Year Sharpe Ratio?

Neural Group TSE:4056 -2.88% 60 1-Year Sharpe Ratio is -1.34 as of Sep. 09, 2026. GuruFocus rates TSE:4056 with a GF Score™ of 60/100 and a GF Value™ of 円777.56 (Possible Value Trap). 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 (2026-09-09), Neural Group's 1-Year Sharpe Ratio is -1.34.

Neural Group  (TSE:4056) 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.

Neural Group 1-Year Sharpe Ratio Related Terms

TSE:4056 vs IBM, ACN, CTSH: 1-Year Sharpe Ratio Comparison

For the Information Technology Services subindustry, Neural Group'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.

Neural Group 1-Year Sharpe Ratio vs Software Industry

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

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


TSE:4056
60GF Score
Neural Group Inc TSE:4056
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Neural Group 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 -1.34 mean?
Neural Group (TSE:4056) has a 1-Year Sharpe Ratio of -1.34 as of Sep. 09, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Neural Group and its competitors.
Is Neural Group's 1-Year Sharpe Ratio too high?
Neural Group's current 1-Year Sharpe Ratio is -1.34. Overall, Neural Group has a GF Score™ of 60/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Neural Group's 1-Year Sharpe Ratio compare to IBM and ACN?
Neural Group's 1-Year Sharpe Ratio of -1.34 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 Neural Group and its competitors. Neural Group's current 1-Year Sharpe Ratio is -1.34. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Neural Group stock overvalued right now?
Based on GuruFocus' analysis, Neural Group (TSE:4056) is currently considered Possible Value Trap. The stock's GF Value™ is 円777.56, compared to a current price of 円236.00 — trading 69.6% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.34. Neural Group's overall GF Score™ is 60/100 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 Neural Group (TSE:4056), the current 1-Year Sharpe Ratio is -1.34 as of Sep. 09, 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 Neural Group (TSE:4056) Overvalued in 2026?

Based on GuruFocus' analysis, Neural Group stock appears to be undervalued. The current stock price of 円236.00 is trading 69.6% below its estimated GF Value™ of 円777.56. GuruFocus considers Neural Group to be Possible Value Trap.

Key valuation signals for TSE:4056:

  • 1-Year Sharpe Ratio: -1.34
  • GF Value™: 円777.56 vs. price of 円236.00 (69.6% below fair value)
  • GF Score™: 60/100 with 3 warning signs

No single metric tells the full story. See the TSE:4056 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Neural Group Business Description

Address 1-1-2, Yurakucho, Hibiya Mitsui Tower 32F, Tokyo Midtown Hibiya, Tokyo, Chiyoda-ku, JPN, 100-0006
Neural Group Inc offers solutions using image and video analysis technology based on proprietary AI algorithms and edge computing technology. The company develops and owns various AI technologies such as object detection in images and videos, classification, spatial recognition, human body/movement analysis, and facial expression/browsing analysis.
60GF Score

Get the complete analysis for TSE:4056

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

円236.00
Price
円777.56
GF Value