Niigata Kotsu Co (TSE:9017) 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:9017 Niigata Kotsu Co Ltd TSE:9017
65 GF Score
Price 円1,992.00
GF Value 円2,241.45
Valuation Modestly Undervalued
! 3 Warning Signs
View Full Analysis

What is Niigata Kotsu Co 1-Year Sharpe Ratio?

Niigata Kotsu Co TSE:9017 65 1-Year Sharpe Ratio is -0.83 as of Sep. 21, 2026. GuruFocus rates TSE:9017 with a GF Score™ of 65/100 and a GF Value™ of 円2,241.45 (Modestly Undervalued). 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 (2026-09-21), Niigata Kotsu Co's 1-Year Sharpe Ratio is -0.83.

Niigata Kotsu Co  (TSE:9017) 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.

Niigata Kotsu Co 1-Year Sharpe Ratio Related Terms

TSE:9017 vs UNP, CSX, NSC: 1-Year Sharpe Ratio Comparison

For the Railroads subindustry, Niigata Kotsu 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.

Niigata Kotsu Co 1-Year Sharpe Ratio vs Transportation Industry

For the Transportation industry and Industrials sector, Niigata Kotsu Co's 1-Year Sharpe Ratio distribution charts can be found below:

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


TSE:9017
65GF Score
Niigata Kotsu Co Ltd TSE:9017
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Niigata Kotsu 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 -0.83 mean?
Niigata Kotsu Co (TSE:9017) 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 Niigata Kotsu Co and its competitors.
Is Niigata Kotsu Co's 1-Year Sharpe Ratio too high?
Niigata Kotsu Co's current 1-Year Sharpe Ratio is -0.83. Overall, Niigata Kotsu Co has a GF Score™ of 65/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Niigata Kotsu Co's 1-Year Sharpe Ratio compare to UNP and CSX?
Niigata Kotsu Co's 1-Year Sharpe Ratio of -0.83 can be compared against companies in the Transportation 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 Transportation company?
A good 1-Year Sharpe Ratio depends on the Transportation 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 Niigata Kotsu Co and its competitors. Niigata Kotsu Co'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 Niigata Kotsu Co stock overvalued right now?
Based on GuruFocus' analysis, Niigata Kotsu Co (TSE:9017) is currently considered Modestly Undervalued. The stock's GF Value™ is 円2,241.45, compared to a current price of 円1,992.00 — trading 11.1% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.83. Niigata Kotsu Co's overall GF Score™ is 65/100 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 Niigata Kotsu Co (TSE:9017), 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 Niigata Kotsu Co (TSE:9017) Overvalued in 2026?

Based on GuruFocus' analysis, Niigata Kotsu Co stock appears to be undervalued. The current stock price of 円1,992.00 is trading 11.1% below its estimated GF Value™ of 円2,241.45. GuruFocus considers Niigata Kotsu Co to be Modestly Undervalued.

Key valuation signals for TSE:9017:

  • 1-Year Sharpe Ratio: -0.83
  • GF Value™: 円2,241.45 vs. price of 円1,992.00 (11.1% below fair value)
  • GF Score™: 65/100 with 3 warning signs

No single metric tells the full story. See the TSE:9017 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Niigata Kotsu Co Business Description

Address 1-6-1 Bandai Chuo-ku, Niigata, JPN, 950-8544
Niigata Kotsu Co Ltd provides passenger transport services in Japan. The company's core business activities are categorised into four key segments - Transport, Real Estate, Products Sales, and Ryokan Business. The majority of its revenue is derived from the Transport business segment. It offers stagecoach bus and coach services; hotel and restaurant services; advertising agency services; air transport agency services. In addition, the company is involved in the parking lot management.
65GF Score

Get the complete analysis for TSE:9017

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

円1,992.00
Price
円2,241.45
GF Value