Tai Kam Holdings (HKSE:08321) 10-Year Sortino Ratio: N/A (As of Sep. 22, 2026)

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Director of Data and Quant Analytics at GuruFocus
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HKSE:08321 Tai Kam Holdings Ltd HKSE:08321
33 GF Score
Price HK$1.30
GF Value HK$0.19
Valuation Significantly Overvalued
! 4 Warning Signs
View Full Analysis

What is Tai Kam Holdings 10-Year Sortino Ratio?

The 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. As of today (2026-09-22), Tai Kam Holdings's 10-Year Sortino Ratio is Not available.

Tai Kam Holdings  (HKSE:08321) 10-Year Sortino Ratio Explanation

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

Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.

Tai Kam Holdings 10-Year Sortino Ratio Related Terms

HKSE:08321 vs PWR, FIX, EME: 10-Year Sortino Ratio Comparison

For the Engineering & Construction subindustry, Tai Kam Holdings's 10-Year Sortino Ratio, along with its competitors' market caps and 10-Year Sortino 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.

Tai Kam Holdings 10-Year Sortino Ratio vs Construction Industry

For the Construction industry and Industrials sector, Tai Kam Holdings's 10-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Tai Kam Holdings's 10-Year Sortino Ratio falls into.


HKSE:08321
33GF Score
Tai Kam Holdings Ltd HKSE:08321
10-Year Sortino Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Tai Kam Holdings 10-Year Sortino Ratio Calculation

The 10-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last ten year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 10-Year Sortino 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 downside risks over the past ten year.

A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.

Is Tai Kam Holdings (HKSE:08321) Overvalued in 2026?

Based on GuruFocus' analysis, Tai Kam Holdings stock appears to be overvalued. The current stock price of HK$1.30 is trading 584.2% above its estimated GF Value™ of HK$0.19. GuruFocus considers Tai Kam Holdings to be Significantly Overvalued.

Key valuation signals for HKSE:08321:

  • 10-Year Sortino Ratio: N/A
  • GF Value™: HK$0.19 vs. price of HK$1.30 (584.2% above fair value)
  • GF Score™: 33/100 with 4 warning signs

No single metric tells the full story. See the HKSE:08321 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Tai Kam Holdings Business Description

Address 99-105 Des Voeux Road Central, 2nd Floor, Dah Sing Life Building, Central, Hong Kong, HKG
Tai Kam Holdings Ltd is an investment holding company. Along with its subsidiaries, it is principally engaged in the construction business, mainly site formation works and renovation works in Hong Kong. Site formation works generally include piling works, landslip preventive and remedial works for improving or maintaining the stability of slopes and/or retaining walls. Renovation works refer to the fitting-out work for premises in Hong Kong. The group considers its business of undertaking site formation works and renovation works as a main contractor in Hong Kong as a single operating segment.
33GF Score

Get the complete analysis for HKSE:08321

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

HK$1.30
Price
HK$0.19
GF Value