Sahamit Machinery PCL (BKK:SMIT-R) 5-Year Sharpe Ratio: -0.71 (As of Sep. 05, 2026)

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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.

BKK:SMIT-R Sahamit Machinery PCL BKK:SMIT-R
74 GF Score
Price ฿3.60
GF Value ฿3.68
! 3 Warning Signs
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What is Sahamit Machinery PCL 5-Year Sharpe Ratio?

Sahamit Machinery PCL BKK:SMIT-R +3.45% 74 5-Year Sharpe Ratio is -0.71 as of Sep. 05, 2026. GuruFocus rates BKK:SMIT-R with a GF Score™ of 74/100 and a GF Value™ of ฿3.68. The stock has 3 warning signs investors should review.

The 5-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past five years. As of today (2026-09-05), Sahamit Machinery PCL's 5-Year Sharpe Ratio is -0.71.

Sahamit Machinery PCL  (BKK:SMIT-R) 5-Year Sharpe Ratio Explanation

The 5-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past five years. It is calculated as the annualized result of the average five-year monthly excess returns divided by its standard deviation in the five-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.

Sahamit Machinery PCL 5-Year Sharpe Ratio Related Terms

BKK:SMIT-R vs NUE, STLD, RS: 5-Year Sharpe Ratio Comparison

For the Steel subindustry, Sahamit Machinery PCL's 5-Year Sharpe Ratio, along with its competitors' market caps and 5-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.

Sahamit Machinery PCL 5-Year Sharpe Ratio vs Steel Industry

For the Steel industry and Basic Materials sector, Sahamit Machinery PCL's 5-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Sahamit Machinery PCL's 5-Year Sharpe Ratio falls into.


BKK:SMIT-R
74GF Score
Sahamit Machinery PCL BKK:SMIT-R
5-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Sahamit Machinery PCL 5-Year Sharpe Ratio Calculation

The 5-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last five years. A stock / portfolio's 5-Year Sharpe Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past five years.

Frequently Asked Questions Learn more about 5-Year Sharpe Ratio →
What does a 5-Year Sharpe Ratio of -0.71 mean?
Sahamit Machinery PCL (BKK:SMIT-R) has a 5-Year Sharpe Ratio of -0.71 as of Sep. 05, 2026. 5-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past five years. View historical data for Sahamit Machinery PCL and its competitors.
Is Sahamit Machinery PCL's 5-Year Sharpe Ratio too high?
Sahamit Machinery PCL's current 5-Year Sharpe Ratio is -0.71. Overall, Sahamit Machinery PCL has a GF Score™ of 74/100, reflecting its overall financial health beyond just this single metric.
How does Sahamit Machinery PCL's 5-Year Sharpe Ratio compare to NUE and STLD?
Sahamit Machinery PCL's 5-Year Sharpe Ratio of -0.71 can be compared against companies in the Steel industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 5-Year Sharpe Ratio for a Steel company?
A good 5-Year Sharpe Ratio depends on the Steel industry context. However, 5-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 5-Year Sharpe Ratio mean?
A high 5-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 5-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past five years. View historical data for Sahamit Machinery PCL and its competitors. Sahamit Machinery PCL's current 5-Year Sharpe Ratio is -0.71. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sahamit Machinery PCL stock overvalued right now?
Sahamit Machinery PCL (BKK:SMIT-R) has a current 5-Year Sharpe Ratio of -0.71. The stock's GF Value™ is ฿3.68, compared to a current price of ฿3.60 — trading 2.2% below its estimated fair value. The current 5-Year Sharpe Ratio is -0.71. Sahamit Machinery PCL's overall GF Score™ is 74/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 5-Year Sharpe Ratio calculated?
5-Year Sharpe Ratio is calculated from a company's financial statements. For Sahamit Machinery PCL (BKK:SMIT-R), the current 5-Year Sharpe Ratio is -0.71 as of Sep. 05, 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 Sahamit Machinery PCL (BKK:SMIT-R) Overvalued in 2026?

Based on GuruFocus' analysis, Sahamit Machinery PCL stock appears to be undervalued. The current stock price of ฿3.60 is trading 2.2% below its estimated GF Value™ of ฿3.68.

Key valuation signals for BKK:SMIT-R:

  • 5-Year Sharpe Ratio: -0.71
  • GF Value™: ฿3.68 vs. price of ฿3.60 (2.2% below fair value)
  • GF Score™: 74/100 with 3 warning signs

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

Sahamit Machinery PCL Business Description

Other Exchanges SMIT:Thailand
Address Rama 3 Road, 42 48 Soi chokchaijongjumroen, Yannawa, Bangpongpang, Bangkok, THA, 10120
Sahamit Machinery PCL is engaged in the distribution of industrial machinery and equipment. The business segments of the group are; Steel and Heat treatment, Machine tools and Tooling and Others consisting of Pulp & paper, Electrical engineering and Machineries and equipment for wood industry. The company mainly operates in Thailand, and derives main revenue from the Steel and Heat treatment segment.
74GF Score

Get the complete analysis for BKK:SMIT-R

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

฿3.60
Price
฿3.68
GF Value