Frozen Way (WAR:FRW) 1-Year Sharpe Ratio: -1.06 (As of Sep. 09, 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.

WAR:FRW Frozen Way SA WAR:FRW
86 GF Score
Price zł27.00
GF Value zł29.46
Valuation Fairly Valued
! 8 Warning Signs
View Full Analysis

What is Frozen Way 1-Year Sharpe Ratio?

Frozen Way WAR:FRW 86 1-Year Sharpe Ratio is -1.06 as of Sep. 09, 2026. GuruFocus rates WAR:FRW with a GF Score™ of 86/100 and a GF Value™ of zł29.46 (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 (2026-09-09), Frozen Way's 1-Year Sharpe Ratio is -1.06.

Frozen Way  (WAR:FRW) 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.

Frozen Way 1-Year Sharpe Ratio Related Terms

WAR:FRW vs NTES, TTWO, RBLX: 1-Year Sharpe Ratio Comparison

For the Electronic Gaming & Multimedia subindustry, Frozen Way'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.

Frozen Way 1-Year Sharpe Ratio vs Interactive Media Industry

For the Interactive Media industry and Communication Services sector, Frozen Way's 1-Year Sharpe Ratio distribution charts can be found below:

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


WAR:FRW
86GF Score
Frozen Way SA WAR:FRW
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Frozen Way 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 -1.06 mean?
Frozen Way (WAR:FRW) has a 1-Year Sharpe Ratio of -1.06 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 Frozen Way and its competitors.
Is Frozen Way's 1-Year Sharpe Ratio too high?
Frozen Way's current 1-Year Sharpe Ratio is -1.06. Overall, Frozen Way has a GF Score™ of 86/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Frozen Way's 1-Year Sharpe Ratio compare to NTES and TTWO?
Frozen Way's 1-Year Sharpe Ratio of -1.06 can be compared against companies in the Interactive Media 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 an Interactive Media company?
A good 1-Year Sharpe Ratio depends on the Interactive Media 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 Frozen Way and its competitors. Frozen Way's current 1-Year Sharpe Ratio is -1.06. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Frozen Way stock overvalued right now?
Based on GuruFocus' analysis, Frozen Way (WAR:FRW) is currently considered Fairly Valued. The stock's GF Value™ is zł29.46, compared to a current price of zł27.00 — trading 8.4% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.06. Frozen Way's overall GF Score™ is 86/100 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 Frozen Way (WAR:FRW), the current 1-Year Sharpe Ratio is -1.06 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 Frozen Way (WAR:FRW) Overvalued in 2026?

Based on GuruFocus' analysis, Frozen Way stock appears to be undervalued. The current stock price of zł27.00 is trading 8.4% below its estimated GF Value™ of zł29.46. GuruFocus considers Frozen Way to be Fairly Valued.

Key valuation signals for WAR:FRW:

  • 1-Year Sharpe Ratio: -1.06
  • GF Value™: zł29.46 vs. price of zł27.00 (8.4% below fair value)
  • GF Score™: 86/100 with 8 warning signs

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

Frozen Way Business Description

Address Armii Krajowej 25, Krakow, POL, 30-150
Frozen Way SA is a Poland-based developer of video games. It is an independent game development studio and publisher. Its game portfolio comprises House Flipper Pets, House Flipper VR, and Builder Simulator.
86GF Score

Get the complete analysis for WAR:FRW

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

zł27.00
Price
zł29.46
GF Value