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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 (2026-09-14), Harvey Norman Holdings's 1-Year Sortino Ratio is 0.25.
Harvey Norman Holdings (OTCPK:HNORF) 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.
Harvey Norman Holdings 1-Year Sortino Ratio Related Terms
HNORF vs CASY, WSM, ULTA: 1-Year Sortino Ratio Comparison
For the Specialty Retail subindustry, Harvey Norman 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.
Harvey Norman Holdings 1-Year Sortino Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Harvey Norman Holdings's 1-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Harvey Norman Holdings's 1-Year Sortino Ratio falls into.
Harvey Norman 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.
Harvey Norman Holdings (HNORF) has a 1-Year Sortino Ratio of 0.25 as of Sep. 14, 2026. 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk. View historical data for Harvey Norman Holdings and its competitors.
Is Harvey Norman Holdings' 1-Year Sortino Ratio too high?
Harvey Norman Holdings' current 1-Year Sortino Ratio is 0.25. Overall, Harvey Norman Holdings has a GF Score™ of 70/100, reflecting its overall financial health beyond just this single metric.
How does Harvey Norman Holdings' 1-Year Sortino Ratio compare to CASY and WSM?
Harvey Norman Holdings' 1-Year Sortino Ratio of 0.25 can be compared against companies in the Retail - Cyclical 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 Retail - Cyclical company?
A good 1-Year Sortino Ratio depends on the Retail - Cyclical 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 Harvey Norman Holdings and its competitors. Harvey Norman Holdings's current 1-Year Sortino Ratio is 0.25. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Harvey Norman Holdings stock overvalued right now?
Harvey Norman Holdings (HNORF) has a current 1-Year Sortino Ratio of 0.25. The stock's GF Value™ is $4.68, compared to a current price of $3.72 — trading 20.5% below its estimated fair value. The current 1-Year Sortino Ratio is 0.25. Harvey Norman Holdings' overall GF Score™ is 70/100 with 6 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 Harvey Norman Holdings (HNORF), the current 1-Year Sortino Ratio is 0.25 as of Sep. 14, 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 Harvey Norman Holdings (HNORF) Overvalued in 2026?
Based on GuruFocus' analysis, Harvey Norman Holdings stock appears to be undervalued.
The current stock price of $3.72 is trading 20.5% below its estimated GF Value™ of $4.68.
Key valuation signals for HNORF:
1-Year Sortino Ratio: 0.25
GF Value™: $4.68 vs. price of $3.72 (20.5% below fair value)
No single metric tells the full story. See the HNORF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Harvey Norman Holdings Limited is the franchisor of Harvey Norman, a leading Australia-based retailer that sells goods from the electrical, computer, furniture, entertainment, and bedding sectors. The majority of earnings are generated in Australia, with the international divisions gradually growing in significance.
70GF Score
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1-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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