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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 (2026-08-31), Mitsui Fudosan Retail Fund Investment's 1-Year Sharpe Ratio is -0.60.
Mitsui Fudosan Retail Fund Investment (TSE:8964) 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.
Mitsui Fudosan Retail Fund Investment 1-Year Sharpe Ratio Related Terms
TSE:8964 vs SPG, O, KIM: 1-Year Sharpe Ratio Comparison
For the REIT - Retail subindustry, Mitsui Fudosan Retail Fund Investment'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.
Mitsui Fudosan Retail Fund Investment 1-Year Sharpe Ratio vs REITs Industry
Mitsui Fudosan Retail Fund Investment 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.
Mitsui Fudosan Retail Fund Investment (TSE:8964) has a 1-Year Sharpe Ratio of -0.60 as of Aug. 31, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Mitsui Fudosan Retail Fund Investment and its competitors.
Is Mitsui Fudosan Retail Fund Investment's 1-Year Sharpe Ratio too high?
Mitsui Fudosan Retail Fund Investment's current 1-Year Sharpe Ratio is -0.60. Overall, Mitsui Fudosan Retail Fund Investment has a GF Score™ of 59/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Mitsui Fudosan Retail Fund Investment's 1-Year Sharpe Ratio compare to SPG and O?
Mitsui Fudosan Retail Fund Investment's 1-Year Sharpe Ratio of -0.60 can be compared against companies in the REITs 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 REITs company?
A good 1-Year Sharpe Ratio depends on the REITs 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 Mitsui Fudosan Retail Fund Investment and its competitors. Mitsui Fudosan Retail Fund Investment's current 1-Year Sharpe Ratio is -0.60. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Mitsui Fudosan Retail Fund Investment stock overvalued right now?
Based on GuruFocus' analysis, Mitsui Fudosan Retail Fund Investment (TSE:8964) is currently considered Modestly Undervalued. The stock's GF Value™ is 円89,835.09, compared to a current price of 円77,700.00 — trading 13.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.60. Mitsui Fudosan Retail Fund Investment's overall GF Score™ is 59/100 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 Mitsui Fudosan Retail Fund Investment (TSE:8964), the current 1-Year Sharpe Ratio is -0.60 as of Aug. 31, 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 Mitsui Fudosan Retail Fund Investment (TSE:8964) Overvalued in 2026?
Based on GuruFocus' analysis, Mitsui Fudosan Retail Fund Investment stock appears to be undervalued.
The current stock price of 円77,700.00 is trading 13.5% below its estimated GF Value™ of 円89,835.09.
GuruFocus considers Mitsui Fudosan Retail Fund Investment to be Modestly Undervalued.
Key valuation signals for TSE:8964:
1-Year Sharpe Ratio: -0.60
GF Value™: 円89,835.09 vs. price of 円77,700.00 (13.5% below fair value)
No single metric tells the full story. See the TSE:8964 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Frontier Real Estate Investment Corp is a real estate investment trust specializing in retail facilities. The company mainly invests in commercial buildings in the metropolitan area and local cities. The company aims at stable earnings and steady asset growth from midterm to long-term perspectives. Its property portfolio consists of AEON Shinagawa Seaside Shopping Center, AEON MALL Ibaraki, Papillon Plaza, Kamiikedai Tokyu Store, and Belltown Tambaguchi Eki-mae Store, among others.
59GF Score
Get the complete analysis for TSE:8964
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