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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 (2026-09-07), PTT Exploration & Production PCL's 3-Year Sortino Ratio is -0.09.
PTT Exploration & Production PCL (FRA:NVAL) 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.
PTT Exploration & Production PCL 3-Year Sortino Ratio Related Terms
FRA:NVAL vs COP, EOG, OXY: 3-Year Sortino Ratio Comparison
For the Oil & Gas E&P subindustry, PTT Exploration & Production 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.
PTT Exploration & Production PCL 3-Year Sortino Ratio vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, PTT Exploration & Production PCL's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where PTT Exploration & Production PCL's 3-Year Sortino Ratio falls into.
PTT Exploration & Production 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.
PTT Exploration & Production PCL (FRA:NVAL) has a 3-Year Sortino Ratio of -0.09 as of Sep. 07, 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 PTT Exploration & Production PCL and its competitors.
Is PTT Exploration & Production PCL's 3-Year Sortino Ratio too high?
PTT Exploration & Production PCL's current 3-Year Sortino Ratio is -0.09. Overall, PTT Exploration & Production PCL has a GF Score™ of 92/100, reflecting its overall financial health beyond just this single metric.
How does PTT Exploration & Production PCL's 3-Year Sortino Ratio compare to COP and EOG?
PTT Exploration & Production PCL's 3-Year Sortino Ratio of -0.09 can be compared against companies in the Oil & Gas 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 Oil & Gas company?
A good 3-Year Sortino Ratio depends on the Oil & Gas 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 PTT Exploration & Production PCL and its competitors. PTT Exploration & Production PCL's current 3-Year Sortino Ratio is -0.09. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is PTT Exploration & Production PCL stock overvalued right now?
PTT Exploration & Production PCL (FRA:NVAL) has a current 3-Year Sortino Ratio of -0.09. The stock's GF Value™ is €3.67, compared to a current price of €3.80 — trading 3.5% above its estimated fair value. The current 3-Year Sortino Ratio is -0.09. PTT Exploration & Production PCL's overall GF Score™ is 92/100 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 PTT Exploration & Production PCL (FRA:NVAL), the current 3-Year Sortino Ratio is -0.09 as of Sep. 07, 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 PTT Exploration & Production PCL (FRA:NVAL) Overvalued in 2026?
Based on GuruFocus' analysis, PTT Exploration & Production PCL stock appears to be overvalued.
The current stock price of €3.80 is trading 3.5% above its estimated GF Value™ of €3.67.
Key valuation signals for FRA:NVAL:
3-Year Sortino Ratio: -0.09
GF Value™: €3.67 vs. price of €3.80 (3.5% above fair value)
No single metric tells the full story. See the FRA:NVAL stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
PTT Exploration & Production PCL is engaged in the exploration and production of petroleum in Thailand and overseas, and related businesses. Its segments include Exploration and production, which operates in oil and gas exploration and production both domestically and overseas, including overseas gas transportation pipeline, either as an operator or as a joint venture partner with international oil and gas companies. Its domestic projects are located in the Gulf of Thailand. Overseas projects are located in Southeast Asia, the Middle East, Africa, and other regions. Other businesses and corporate consist of investments in other businesses, such as new businesses for energy transition, related businesses, and corporate.
92GF Score
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