Nac Co (TSE:9788) 1-Year Sharpe Ratio: -0.51 (As of Sep. 08, 2026)

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TSE:9788 Nac Co Ltd TSE:9788
73 GF Score
Price 円519.00
GF Value 円573.30
Valuation Fairly Valued
! 3 Warning Signs
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What is Nac Co 1-Year Sharpe Ratio?

Nac Co TSE:9788 -0.19% 73 1-Year Sharpe Ratio is -0.51 as of Sep. 08, 2026. GuruFocus rates TSE:9788 with a GF Score™ of 73/100 and a GF Value™ of 円573.30 (Fairly Valued). 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 (2026-09-08), Nac Co's 1-Year Sharpe Ratio is -0.51.

Nac Co  (TSE:9788) 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.

Nac Co 1-Year Sharpe Ratio Related Terms

TSE:9788 vs PWR, FIX, EME: 1-Year Sharpe Ratio Comparison

For the Engineering & Construction subindustry, Nac 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.

Nac Co 1-Year Sharpe Ratio vs Construction Industry

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

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


TSE:9788
73GF Score
Nac Co Ltd TSE:9788
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Nac 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 -0.51 mean?
Nac Co (TSE:9788) has a 1-Year Sharpe Ratio of -0.51 as of Sep. 08, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Nac Co and its competitors.
Is Nac Co's 1-Year Sharpe Ratio too high?
Nac Co's current 1-Year Sharpe Ratio is -0.51. Overall, Nac Co has a GF Score™ of 73/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Nac Co's 1-Year Sharpe Ratio compare to PWR and FIX?
Nac Co's 1-Year Sharpe Ratio of -0.51 can be compared against companies in the Construction 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 Construction company?
A good 1-Year Sharpe Ratio depends on the Construction 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 Nac Co and its competitors. Nac Co's current 1-Year Sharpe Ratio is -0.51. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Nac Co stock overvalued right now?
Based on GuruFocus' analysis, Nac Co (TSE:9788) is currently considered Fairly Valued. The stock's GF Value™ is 円573.30, compared to a current price of 円519.00 — trading 9.5% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.51. Nac Co's overall GF Score™ is 73/100 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 Nac Co (TSE:9788), the current 1-Year Sharpe Ratio is -0.51 as of Sep. 08, 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 Nac Co (TSE:9788) Overvalued in 2026?

Based on GuruFocus' analysis, Nac Co stock appears to be undervalued. The current stock price of 円519.00 is trading 9.5% below its estimated GF Value™ of 円573.30. GuruFocus considers Nac Co to be Fairly Valued.

Key valuation signals for TSE:9788:

  • 1-Year Sharpe Ratio: -0.51
  • GF Value™: 円573.30 vs. price of 円519.00 (9.5% below fair value)
  • GF Score™: 73/100 with 3 warning signs

No single metric tells the full story. See the TSE:9788 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Nac Co Business Description

Address 1-25-1 Nishi Shinjuku, Shinjuku Center Building 42, Shinjuku-ku, Tokyo, JPN, 163-0675
Nac Co Ltd engages in the operation of housing maintenance and construction business in Japan. The company's operating division include Production and sales of home delivery water, Rental business, Construction consulting business, Housing business, and Beauty and health business.
73GF Score

Get the complete analysis for TSE:9788

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

円519.00
Price
円573.30
GF Value