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The 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past year. As of today (2026-08-13), China SCE Group Holdings's 1-Year Sortino Ratio is -3.46.
China SCE Group Holdings (OTCPK:CSCNF) 1-Year Sortino Ratio Explanation
The 1-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by the standard deviation of negative returns over the past year. 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.
China SCE Group Holdings 1-Year Sortino Ratio Related Terms
China SCE Group Holdings 1-Year Sortino Ratio Competitor Comparison
For the Real Estate - Development subindustry, China SCE Group Holdings's 1-Year Sortino Ratio, along with its competitors' market caps and 1-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.
China SCE Group Holdings 1-Year Sortino Ratio vs Real Estate Industry
For the Real Estate industry and Real Estate sector, China SCE Group Holdings's 1-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where China SCE Group Holdings's 1-Year Sortino Ratio falls into.
China SCE Group Holdings 1-Year Sortino Ratio Calculation
The 1-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio over the past year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 1-Year Sortino Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the downside risks over one 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.
China SCE Group Holdings (CSCNF) has a 1-Year Sortino Ratio of -3.46 as of Aug. 13, 2026. 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk. View historical data for China SCE Group Holdings and its competitors.
Is China SCE Group Holdings' 1-Year Sortino Ratio too high?
China SCE Group Holdings' current 1-Year Sortino Ratio is -3.46. Overall, China SCE Group Holdings has a GF Score™ of 4/100, reflecting its overall financial health beyond just this single metric.
How does China SCE Group Holdings' 1-Year Sortino Ratio compare to competitors?
China SCE Group Holdings' 1-Year Sortino Ratio of -3.46 can be compared against companies in the Real Estate industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sortino Ratio for a Real Estate company?
A good 1-Year Sortino Ratio depends on the Real Estate industry context. However, 1-Year Sortino 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 1-Year Sortino Ratio mean?
A high 1-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk. View historical data for China SCE Group Holdings and its competitors. China SCE Group Holdings's current 1-Year Sortino Ratio is -3.46. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China SCE Group Holdings stock overvalued right now?
China SCE Group Holdings (CSCNF) has a current 1-Year Sortino Ratio of -3.46. The stock's GF Value™ is $0.05, compared to a current price of $0.01 — trading 79% below its estimated fair value. The current 1-Year Sortino Ratio is -3.46. China SCE Group Holdings' overall GF Score™ is 4/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sortino Ratio calculated?
1-Year Sortino Ratio is calculated from a company's financial statements. For China SCE Group Holdings (CSCNF), the current 1-Year Sortino Ratio is -3.46 as of Aug. 13, 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 China SCE Group Holdings (CSCNF) Overvalued in 2026?
Based on GuruFocus' analysis, China SCE Group Holdings stock appears to be undervalued.
The current stock price of $0.01 is trading 79% below its estimated GF Value™ of $0.05.
Key valuation signals for CSCNF:
1-Year Sortino Ratio: -3.46
GF Value™: $0.05 vs. price of $0.01 (79% below fair value)
No single metric tells the full story. See the CSCNF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China SCE Group Holdings Ltd principal activity is investment holding. It is principally engaged in property development, property investment, property management, project management and land development in the PRC. It focused development in the Yangtze River Delta Economic Zone, the Bohai Rim Economic Zone, the Guangdong-Hong Kong-Macao Greater Bay Area, the West Taiwan Strait Economic Zone and the Central Western Region. The Group's property projects includes Beijing, Shanghai, Tianjin, Chongqing, Chengdu, Suzhou, Hangzhou, Nanjing, Zhengzhou, Qingdao, Jinan, Xiamen, Nanchang and Kunming, etc. Its products cover a wide range of properties including high-rise residential buildings, offices, shopping malls and long-term rental apartments.
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