Thitikorn PCL (BKK:TK-R) 5-Year Sharpe Ratio: -0.78 (As of Sep. 05, 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.

BKK:TK-R Thitikorn PCL BKK:TK-R
59 GF Score
Price ฿4.42
GF Value ฿2.63
! 7 Warning Signs
View Full Analysis

What is Thitikorn PCL 5-Year Sharpe Ratio?

Thitikorn PCL BKK:TK-R +7.80% 59 5-Year Sharpe Ratio is -0.78 as of Sep. 05, 2026. GuruFocus rates BKK:TK-R with a GF Score™ of 59/100 and a GF Value™ of ฿2.63. The stock has 7 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), Thitikorn PCL's 5-Year Sharpe Ratio is -0.78.

Thitikorn PCL  (BKK:TK-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.

Thitikorn PCL 5-Year Sharpe Ratio Related Terms

BKK:TK-R vs V, MA, AXP: 5-Year Sharpe Ratio Comparison

For the Credit Services subindustry, Thitikorn 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.

Thitikorn PCL 5-Year Sharpe Ratio vs Credit Services Industry

For the Credit Services industry and Financial Services sector, Thitikorn PCL's 5-Year Sharpe Ratio distribution charts can be found below:

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


BKK:TK-R
59GF Score
Thitikorn PCL BKK:TK-R
5-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Thitikorn 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 -0.78 mean?
Thitikorn PCL (BKK:TK-R) has a 5-Year Sharpe Ratio of -0.78 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 Thitikorn PCL and its competitors.
Is Thitikorn PCL's 5-Year Sharpe Ratio too high?
Thitikorn PCL's current 5-Year Sharpe Ratio is -0.78. Overall, Thitikorn PCL has a GF Score™ of 59/100, reflecting its overall financial health beyond just this single metric.
How does Thitikorn PCL's 5-Year Sharpe Ratio compare to V and MA?
Thitikorn PCL's 5-Year Sharpe Ratio of -0.78 can be compared against companies in the Credit Services 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 Credit Services company?
A good 5-Year Sharpe Ratio depends on the Credit Services 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 Thitikorn PCL and its competitors. Thitikorn PCL's current 5-Year Sharpe Ratio is -0.78. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Thitikorn PCL stock overvalued right now?
Thitikorn PCL (BKK:TK-R) has a current 5-Year Sharpe Ratio of -0.78. The stock's GF Value™ is ฿2.63, compared to a current price of ฿4.42 — trading 68.1% above its estimated fair value. The current 5-Year Sharpe Ratio is -0.78. Thitikorn PCL's overall GF Score™ is 59/100 with 7 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 Thitikorn PCL (BKK:TK-R), the current 5-Year Sharpe Ratio is -0.78 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 Thitikorn PCL (BKK:TK-R) Overvalued in 2026?

Based on GuruFocus' analysis, Thitikorn PCL stock appears to be overvalued. The current stock price of ฿4.42 is trading 68.1% above its estimated GF Value™ of ฿2.63.

Key valuation signals for BKK:TK-R:

  • 5-Year Sharpe Ratio: -0.78
  • GF Value™: ฿2.63 vs. price of ฿4.42 (68.1% above fair value)
  • GF Score™: 59/100 with 7 warning signs

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

Thitikorn PCL Business Description

Other Exchanges TK:Thailand
Address 69 Ramkhamhaeng Road, Huamark, Bangkapi, Bangkok, THA, 10240
Thitikorn PCL and its subsidiaries are engaged in the vehicle hire-purchase business and related other services, and letting of motorcycle under operating lease. The company has a single-core operating segment which by product which are majority of hire-purchase on automobile and motorcycle and letting of motorcycle for general retail customers whereby the business activities with respect of loans and nano finance, including non-life insurance broker business and personal loan to the general retail customers are insignificant portion as compared to the entire volumes and business activities.. The company generates the majority of its revenue from the Domestic market.
59GF Score

Get the complete analysis for BKK:TK-R

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

฿4.42
Price
฿2.63
GF Value