Dentsu Group (TSE:4324) 1-Year Sharpe Ratio: 0.83 (As of Sep. 21, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
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.
Reviewed by: Charlie Tian Charlie Tian
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:4324 Dentsu Group Inc TSE:4324
73 GF Score
Price 円3,591.00
GF Value 円3,733.96
Valuation Fairly Valued
! 8 Warning Signs
View Full Analysis

What is Dentsu Group 1-Year Sharpe Ratio?

Dentsu Group TSE:4324 -1.16% 73 1-Year Sharpe Ratio is 0.83 as of Sep. 21, 2026. GuruFocus rates TSE:4324 with a GF Score™ of 73/100 and a GF Value™ of 円3,733.96 (Fairly Valued). 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 (2026-09-21), Dentsu Group's 1-Year Sharpe Ratio is 0.83.

Dentsu Group  (TSE:4324) 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.

Dentsu Group 1-Year Sharpe Ratio Related Terms

TSE:4324 vs APP, OMC, TTD: 1-Year Sharpe Ratio Comparison

For the Advertising Agencies subindustry, Dentsu 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.

Dentsu Group 1-Year Sharpe Ratio vs Media - Diversified Industry

For the Media - Diversified industry and Communication Services sector, Dentsu Group's 1-Year Sharpe Ratio distribution charts can be found below:

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


TSE:4324
73GF Score
Dentsu Group Inc TSE:4324
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Dentsu 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 0.83 mean?
Dentsu Group (TSE:4324) has a 1-Year Sharpe Ratio of 0.83 as of Sep. 21, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Dentsu Group and its competitors.
Is Dentsu Group's 1-Year Sharpe Ratio too high?
Dentsu Group's current 1-Year Sharpe Ratio is 0.83. Overall, Dentsu Group has a GF Score™ of 73/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Dentsu Group's 1-Year Sharpe Ratio compare to APP and OMC?
Dentsu Group's 1-Year Sharpe Ratio of 0.83 can be compared against companies in the Media - Diversified 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 Media - Diversified company?
A good 1-Year Sharpe Ratio depends on the Media - Diversified 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 Dentsu Group and its competitors. Dentsu Group's current 1-Year Sharpe Ratio is 0.83. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Dentsu Group stock overvalued right now?
Based on GuruFocus' analysis, Dentsu Group (TSE:4324) is currently considered Fairly Valued. The stock's GF Value™ is 円3,733.96, compared to a current price of 円3,591.00 — trading 3.8% below its estimated fair value. The current 1-Year Sharpe Ratio is 0.83. Dentsu Group's overall GF Score™ is 73/100 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 Dentsu Group (TSE:4324), the current 1-Year Sharpe Ratio is 0.83 as of Sep. 21, 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 Dentsu Group (TSE:4324) Overvalued in 2026?

Based on GuruFocus' analysis, Dentsu Group stock appears to be undervalued. The current stock price of 円3,591.00 is trading 3.8% below its estimated GF Value™ of 円3,733.96. GuruFocus considers Dentsu Group to be Fairly Valued.

Key valuation signals for TSE:4324:

  • 1-Year Sharpe Ratio: 0.83
  • GF Value™: 円3,733.96 vs. price of 円3,591.00 (3.8% below fair value)
  • GF Score™: 73/100 with 8 warning signs

No single metric tells the full story. See the TSE:4324 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Dentsu Group Business Description

Other Exchanges DNTUY:USADNTUF:USA
Address 1-8-1 Higashi Shinbashi, Minato-ku, Tokyo, JPN, 105-7001
Dentsu Group is the top advertising agency in Japan and the fifth-largest advertising network in the world. It is the oldest advertising agency in Japan, with the original company being established in 1901. Over the years, Dentsu expanded its global footprint through mergers and acquisitions. Currently, international sales account for about 60% of total revenue.
73GF Score

Get the complete analysis for TSE:4324

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

円3,591.00
Price
円3,733.96
GF Value