Sharpe risk-adjusted return
How much excess return is earned per unit of volatility?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 1.07 x
- Period average
- 1.24 x
- Period high
- 5.07 x
- Period low
- 0.33 x
Sharpe risk-adjusted return
Sharpe (x) (Line)
Valid sample size (observations)
Valid sample size (observations) (Bar)
Event detail and data date
Sharpe (x) and Valid sample size (observations) (Table)
Sample data rows
| Trading day/observation period | Sharpe (x) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 1.83 | 33 | 2025-10-16 |
| 2025-11-03 | 1.94 | 17 | 2025-11-03 |
| 2025-11-17 | 1.15 | 30 | 2025-11-17 |
| 2025-12-03 | 1.35 | 20 | 2025-12-03 |
| 2025-12-19 | 1.01 | 63 | 2025-12-19 |
| 2026-01-02 | 0.61 | 30 | 2026-01-02 |
| 2026-01-20 | 0.83 | 23 | 2026-01-20 |
| 2026-02-05 | 0.91 | 24 | 2026-02-05 |
| 2026-02-23 | 1.32 | 58 | 2026-02-23 |
| 2026-03-09 | 1.26 | 18 | 2026-03-09 |
| 2026-03-25 | 2.53 | 14 | 2026-03-25 |
| 2026-04-10 | 1.87 | 46 | 2026-04-10 |
| 2026-04-24 | 1.64 | 81 | 2026-04-24 |
| 2026-05-12 | 1.04 | 63 | 2026-05-12 |
| 2026-05-28 | 1.58 | 46 | 2026-05-28 |
| 2026-06-11 | 0.89 | 24 | 2026-06-11 |
| 2026-06-29 | 0.8 | 25 | 2026-06-29 |
| 2026-07-15 | 0.35 | 18 | 2026-07-15 |
| 2026-07-31 | 0.69 | 7 | 2026-07-31 |
| 2026-08-14 | 1.92 | 11 | 2026-08-14 |
| 2026-09-01 | 0.95 | 16 | 2026-09-01 |
| 2026-09-17 | 1.03 | 32 | 2026-09-17 |
| 2026-10-01 | 0.74 | 18 | 2026-10-01 |
| 2026-10-16 | 1.07 | 90 | 2026-10-16 |