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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 (2026-08-31), TPC Power Holding PCL's 3-Year Sortino Ratio is -1.32.
TPC Power Holding PCL (BKK:TPCH-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.
TPC Power Holding PCL 3-Year Sortino Ratio Related Terms
TPC Power Holding PCL 3-Year Sortino Ratio Competitor Comparison
For the Utilities - Renewable subindustry, TPC Power Holding PCL'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.
TPC Power Holding PCL 3-Year Sortino Ratio vs Utilities - Independent Power Producers Industry
For the Utilities - Independent Power Producers industry and Utilities sector, TPC Power Holding PCL's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where TPC Power Holding PCL's 3-Year Sortino Ratio falls into.
TPC Power Holding PCL 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.
TPC Power Holding PCL (BKK:TPCH-R) has a 3-Year Sortino Ratio of -1.32 as of Aug. 31, 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 TPC Power Holding PCL and its competitors.
Is TPC Power Holding PCL's 3-Year Sortino Ratio too high?
TPC Power Holding PCL's current 3-Year Sortino Ratio is -1.32. Overall, TPC Power Holding PCL has a GF Score™ of 55/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does TPC Power Holding PCL's 3-Year Sortino Ratio compare to competitors?
TPC Power Holding PCL's 3-Year Sortino Ratio of -1.32 can be compared against companies in the Utilities - Independent Power Producers 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 an Utilities - Independent Power Producers company?
A good 3-Year Sortino Ratio depends on the Utilities - Independent Power Producers 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 TPC Power Holding PCL and its competitors. TPC Power Holding PCL's current 3-Year Sortino Ratio is -1.32. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is TPC Power Holding PCL stock overvalued right now?
Based on GuruFocus' analysis, TPC Power Holding PCL (BKK:TPCH-R) is currently considered Possible Value Trap. The stock's GF Value™ is ฿4.74, compared to a current price of ฿0.99 — trading 79.1% below its estimated fair value. The current 3-Year Sortino Ratio is -1.32. TPC Power Holding PCL's overall GF Score™ is 55/100 with 4 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 TPC Power Holding PCL (BKK:TPCH-R), the current 3-Year Sortino Ratio is -1.32 as of Aug. 31, 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 TPC Power Holding PCL (BKK:TPCH-R) Overvalued in 2026?
Based on GuruFocus' analysis, TPC Power Holding PCL stock appears to be undervalued.
The current stock price of ฿0.99 is trading 79.1% below its estimated GF Value™ of ฿4.74.
GuruFocus considers TPC Power Holding PCL to be Possible Value Trap.
Key valuation signals for BKK:TPCH-R:
3-Year Sortino Ratio: -1.32
GF Value™: ฿4.74 vs. price of ฿0.99 (79.1% below fair value)
No single metric tells the full story. See the BKK:TPCH-R stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
TPC Power Holding PCL, along with its subsidiaries, is engaged in the business of generating and distributing electricity from various types of renewable energy sources and providing related support services. Its projects consist of the biomass power plant and other renewable power plants. The company operates in two divisions: Sale of electricity current and Sale of biogas. The majority of its revenue is generated from the sale of electricity current.
55GF Score
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