Brooker Group (BKK:BTC-R) 3-Year Sortino Ratio: -1.59 (As of Jul. 12, 2026)


BKK:BTC-R Brooker Group PLC BKK:BTC-R
37 GF Score
Price ฿0.40
GF Value ฿0.69
! 7 Warning Signs
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What is Brooker Group 3-Year Sortino Ratio?

Brooker Group BKK:BTC-R 37 3-Year Sortino Ratio is -1.59 as of Jul. 12, 2026. GuruFocus rates BKK:BTC-R with a GF Score™ of 37/100 and a GF Value™ of ฿0.69. The stock has 7 warning signs investors should review.

The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2026-07-12), Brooker Group's 3-Year Sortino Ratio is -1.59.

Brooker Group  (BKK:BTC-R) 3-Year Sortino Ratio Explanation

The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-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.

Brooker Group 3-Year Sortino Ratio Related Terms

BKK:BTC-R vs VOYA, FRHC: 3-Year Sortino Ratio Comparison

For the Financial Conglomerates subindustry, Brooker Group's 3-Year Sortino Ratio, along with its competitors' market caps and 3-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.

Brooker Group 3-Year Sortino Ratio vs Diversified Financial Services Industry

For the Diversified Financial Services industry and Financial Services sector, Brooker Group's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Brooker Group's 3-Year Sortino Ratio falls into.


BKK:BTC-R
37GF Score
Brooker Group PLC BKK:BTC-R
3-Year Sortino Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Brooker Group 3-Year Sortino Ratio Calculation

The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three 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.

Frequently Asked Questions Learn more about 3-Year Sortino Ratio →
What does a 3-Year Sortino Ratio of -1.59 mean?
Brooker Group (BKK:BTC-R) has a 3-Year Sortino Ratio of -1.59 as of Jul. 12, 2026. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for Brooker Group and its competitors.
Is Brooker Group's 3-Year Sortino Ratio too high?
Brooker Group's current 3-Year Sortino Ratio is -1.59. Overall, Brooker Group has a GF Score™ of 37/100, reflecting its overall financial health beyond just this single metric.
How does Brooker Group's 3-Year Sortino Ratio compare to VOYA and FRHC?
Brooker Group's 3-Year Sortino Ratio of -1.59 can be compared against companies in the Diversified Financial Services industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 3-Year Sortino Ratio for a Diversified Financial Services company?
A good 3-Year Sortino Ratio depends on the Diversified Financial Services industry context. However, 3-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 3-Year Sortino Ratio mean?
A high 3-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for Brooker Group and its competitors. Brooker Group's current 3-Year Sortino Ratio is -1.59. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Brooker Group stock overvalued right now?
Brooker Group (BKK:BTC-R) has a current 3-Year Sortino Ratio of -1.59. The stock's GF Value™ is ฿0.69, compared to a current price of ฿0.40 — trading 42% below its estimated fair value. The current 3-Year Sortino Ratio is -1.59. Brooker Group's overall GF Score™ is 37/100 with 7 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 3-Year Sortino Ratio calculated?
3-Year Sortino Ratio is calculated from a company's financial statements. For Brooker Group (BKK:BTC-R), the current 3-Year Sortino Ratio is -1.59 as of Jul. 12, 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 Brooker Group (BKK:BTC-R) Overvalued in 2026?

Based on GuruFocus' analysis, Brooker Group stock appears to be undervalued. The current stock price of ฿0.40 is trading 42% below its estimated GF Value™ of ฿0.69.

Key valuation signals for BKK:BTC-R:

  • 3-Year Sortino Ratio: -1.59
  • GF Value™: ฿0.69 vs. price of ฿0.40 (42% below fair value)
  • GF Score™: 37/100 with 7 warning signs

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

Brooker Group Business Description

Other Exchanges BTC:Thailand
Address 10/190-193 Soi.Sukhumvit 13, Sukhumvit Road, 26th Floor, The Trendy Building, Khaeng Klong Toey Nua, Khet Wattana, Bangkok, THA, 10110
Brooker Group PLC is a Thailand-based company engaged in the business of investments, lending, and provisions related to financial consulting services. The company through its subsidiaries offers business and financial consulting, investments, real estate brokerage and consultancy and offshore capital management services. Its operating segment is as follows: Business Consulting, Investments, Digital Asset. The Business Consulting segment earns the majority of the revenue. The majority of operations of the Company are in Thailand and a foreign country.
37GF Score

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

฿0.40
Price
฿0.69
GF Value