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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 (2026-09-21), Misr Fertilizers Production Company - Mopco's 3-Year Sortino Ratio is -0.07.
Misr Fertilizers Production Company - Mopco (CAI:MFPC) 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.
Misr Fertilizers Production Company - Mopco 3-Year Sortino Ratio Related Terms
CAI:MFPC vs CTVA, CF, MOS: 3-Year Sortino Ratio Comparison
For the Agricultural Inputs subindustry, Misr Fertilizers Production Company - Mopco'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.
Misr Fertilizers Production Company - Mopco 3-Year Sortino Ratio vs Agriculture Industry
Misr Fertilizers Production Company - Mopco 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.
Misr Fertilizers Production Company - Mopco (CAI:MFPC) has a 3-Year Sortino Ratio of -0.07 as of Sep. 21, 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 Misr Fertilizers Production Company - Mopco and its competitors.
Is Misr Fertilizers Production Company - Mopco's 3-Year Sortino Ratio too high?
Misr Fertilizers Production Company - Mopco's current 3-Year Sortino Ratio is -0.07. Overall, Misr Fertilizers Production Company - Mopco has a GF Score™ of 69/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Misr Fertilizers Production Company - Mopco's 3-Year Sortino Ratio compare to CTVA and CF?
Misr Fertilizers Production Company - Mopco's 3-Year Sortino Ratio of -0.07 can be compared against companies in the Agriculture 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 Agriculture company?
A good 3-Year Sortino Ratio depends on the Agriculture 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 Misr Fertilizers Production Company - Mopco and its competitors. Misr Fertilizers Production Company - Mopco's current 3-Year Sortino Ratio is -0.07. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Misr Fertilizers Production Company - Mopco stock overvalued right now?
Based on GuruFocus' analysis, Misr Fertilizers Production Company - Mopco (CAI:MFPC) is currently considered Possible Value Trap. The stock's GF Value™ is E£169.81, compared to a current price of E£49.89 — trading 70.6% below its estimated fair value. The current 3-Year Sortino Ratio is -0.07. Misr Fertilizers Production Company - Mopco's overall GF Score™ is 69/100 with 6 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 Misr Fertilizers Production Company - Mopco (CAI:MFPC), the current 3-Year Sortino Ratio is -0.07 as of Sep. 21, 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 Misr Fertilizers Production Company - Mopco (CAI:MFPC) Overvalued in 2026?
Based on GuruFocus' analysis, Misr Fertilizers Production Company - Mopco stock appears to be undervalued.
The current stock price of E£49.89 is trading 70.6% below its estimated GF Value™ of E£169.81.
GuruFocus considers Misr Fertilizers Production Company - Mopco to be Possible Value Trap.
Key valuation signals for CAI:MFPC:
3-Year Sortino Ratio: -0.07
GF Value™: E£169.81 vs. price of E£49.89 (70.6% below fair value)
No single metric tells the full story. See the CAI:MFPC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Misr Fertilizers Production Company - Mopco is a company engaged in the production of fertilizers, ammonia, and nitrogen. The Company is also engaged in buying, selling, and marketing nitrogen fertilizer products and their derivatives; developing, establishing, owning, financing, managing, maintaining, and operating projects for the production of melamine and its derivatives; and marketing, distributing, and selling melamine products and their derivatives inside and outside Egypt. The Company also produces, distributes, and sells urea solution with different concentrations used in different applications and uses, including car exhaust treatment.
69GF Score
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