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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 (2026-09-15), Banca Monte dei Paschi di Siena's 3-Year Sortino Ratio is 4.25.
Banca Monte dei Paschi di Siena (OTCPK:BMDPF) 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.
Banca Monte dei Paschi di Siena 3-Year Sortino Ratio Related Terms
Banca Monte dei Paschi di Siena 3-Year Sortino Ratio Competitor Comparison
For the Banks - Regional subindustry, Banca Monte dei Paschi di Siena'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.
Banca Monte dei Paschi di Siena 3-Year Sortino Ratio vs Banks Industry
For the Banks industry and Financial Services sector, Banca Monte dei Paschi di Siena's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Banca Monte dei Paschi di Siena's 3-Year Sortino Ratio falls into.
Banca Monte dei Paschi di Siena 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.
Banca Monte dei Paschi di Siena (BMDPF) has a 3-Year Sortino Ratio of 4.25 as of Sep. 15, 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 Banca Monte dei Paschi di Siena and its competitors.
Is Banca Monte dei Paschi di Siena's 3-Year Sortino Ratio too high?
Banca Monte dei Paschi di Siena's current 3-Year Sortino Ratio is 4.25. Overall, Banca Monte dei Paschi di Siena has a GF Score™ of 45/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Banca Monte dei Paschi di Siena's 3-Year Sortino Ratio compare to competitors?
Banca Monte dei Paschi di Siena's 3-Year Sortino Ratio of 4.25 can be compared against companies in the Banks 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 Banks company?
A good 3-Year Sortino Ratio depends on the Banks 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 Banca Monte dei Paschi di Siena and its competitors. Banca Monte dei Paschi di Siena's current 3-Year Sortino Ratio is 4.25. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Banca Monte dei Paschi di Siena stock overvalued right now?
Based on GuruFocus' analysis, Banca Monte dei Paschi di Siena (BMDPF) is currently considered Significantly Overvalued. The stock's GF Value™ is $5.16, compared to a current price of $13.31 — trading 157.9% above its estimated fair value. The current 3-Year Sortino Ratio is 4.25. Banca Monte dei Paschi di Siena's overall GF Score™ is 45/100 with 9 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 Banca Monte dei Paschi di Siena (BMDPF), the current 3-Year Sortino Ratio is 4.25 as of Sep. 15, 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 Banca Monte dei Paschi di Siena (BMDPF) Overvalued in 2026?
Based on GuruFocus' analysis, Banca Monte dei Paschi di Siena stock appears to be overvalued.
The current stock price of $13.31 is trading 157.9% above its estimated GF Value™ of $5.16.
GuruFocus considers Banca Monte dei Paschi di Siena to be Significantly Overvalued.
Key valuation signals for BMDPF:
3-Year Sortino Ratio: 4.25
GF Value™: $5.16 vs. price of $13.31 (157.9% above fair value)
No single metric tells the full story. See the BMDPF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Banca Monte dei Paschi di Siena is a banking group operating in Italy, mainly providing retail and commercial banking services. The group has five segments: Retail Banking, Wealth Management, Corporate Banking, Large Corporate & Investment Banking, and Mediobanca Group. Retail Banking serves retail customers, including Banca Widiba. Wealth Management focuses on private and family office clients. Corporate Banking serves SME and corporate clients. Large Corporate & Investment Banking provides corporate finance and investment banking services. The Mediobanca Group segment includes wealth management, consumer finance, and corporate and investment banking activities. It generates the majority of its revenue from the Retail Banking segment.
45GF Score
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