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JBM Auto (BOM:532605) 10-Year Sharpe Ratio : 0.67 (As of Mar. 03, 2025)


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What is JBM Auto 10-Year Sharpe Ratio?

The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2025-03-03), JBM Auto's 10-Year Sharpe Ratio is 0.67.


Competitive Comparison of JBM Auto's 10-Year Sharpe Ratio

For the Auto Parts subindustry, JBM Auto's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-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.


JBM Auto's 10-Year Sharpe Ratio Distribution in the Vehicles & Parts Industry

For the Vehicles & Parts industry and Consumer Cyclical sector, JBM Auto's 10-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where JBM Auto's 10-Year Sharpe Ratio falls into.



JBM Auto 10-Year Sharpe Ratio Calculation

The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past ten years.


JBM Auto  (BOM:532605) 10-Year Sharpe Ratio Explanation

The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation in the ten-year period. 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.


JBM Auto 10-Year Sharpe Ratio Related Terms

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JBM Auto Business Description

Traded in Other Exchanges
Address
Plot No. 9, Institutional Area, Sector 44, Gurgaon, HR, IND, 122003
JBM Auto Ltd is an auto parts manufacturing company. It manufactures auto components, toolings, and buses in the country. The group's products include Air tank BIW parts and assemblies, Chassis and suspension parts, Cross-car beams, Cross truck beams, Cross members, Fabrications, Shields, Blanks, Tools, Jigs, Fixtures, and others. The business segments of the company are Sheet Metal Components, Assemblies & Sub-assemblies (Component Division), Tools, Dies & Moulds (Tool Room Division); OEM Division, and others. It generates maximum revenue from the Component Division segment which is engaged in the business of manufacturing automobile parts for commercial and passenger vehicles.

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