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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 (2026-09-13), Karsan Otomotivnayii Ve Ticaret AS's 3-Year Sortino Ratio is -0.46.
Karsan Otomotivnayii Ve Ticaret AS (OTCPK:KRSOF) 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.
Karsan Otomotivnayii Ve Ticaret AS 3-Year Sortino Ratio Related Terms
KRSOF vs CAT, DE, PCAR: 3-Year Sortino Ratio Comparison
For the Farm & Heavy Construction Machinery subindustry, Karsan Otomotivnayii Ve Ticaret AS'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.
Karsan Otomotivnayii Ve Ticaret AS 3-Year Sortino Ratio vs Farm & Heavy Construction Machinery Industry
For the Farm & Heavy Construction Machinery industry and Industrials sector, Karsan Otomotivnayii Ve Ticaret AS's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Karsan Otomotivnayii Ve Ticaret AS's 3-Year Sortino Ratio falls into.
Karsan Otomotivnayii Ve Ticaret AS 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.
Karsan Otomotivnayii Ve Ticaret AS (KRSOF) has a 3-Year Sortino Ratio of -0.46 as of Sep. 13, 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 Karsan Otomotivnayii Ve Ticaret AS and its competitors.
Is Karsan Otomotivnayii Ve Ticaret AS's 3-Year Sortino Ratio too high?
Karsan Otomotivnayii Ve Ticaret AS's current 3-Year Sortino Ratio is -0.46. Overall, Karsan Otomotivnayii Ve Ticaret AS has a GF Score™ of 65/100, reflecting its overall financial health beyond just this single metric.
How does Karsan Otomotivnayii Ve Ticaret AS's 3-Year Sortino Ratio compare to CAT and DE?
Karsan Otomotivnayii Ve Ticaret AS's 3-Year Sortino Ratio of -0.46 can be compared against companies in the Farm & Heavy Construction Machinery 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 Farm & Heavy Construction Machinery company?
A good 3-Year Sortino Ratio depends on the Farm & Heavy Construction Machinery 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 Karsan Otomotivnayii Ve Ticaret AS and its competitors. Karsan Otomotivnayii Ve Ticaret AS's current 3-Year Sortino Ratio is -0.46. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Karsan Otomotivnayii Ve Ticaret AS stock overvalued right now?
Karsan Otomotivnayii Ve Ticaret AS (KRSOF) has a current 3-Year Sortino Ratio of -0.46. The stock's GF Value™ is $0.27, compared to a current price of $0.22 — trading 19.6% below its estimated fair value. The current 3-Year Sortino Ratio is -0.46. Karsan Otomotivnayii Ve Ticaret AS's overall GF Score™ is 65/100 with 10 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 Karsan Otomotivnayii Ve Ticaret AS (KRSOF), the current 3-Year Sortino Ratio is -0.46 as of Sep. 13, 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 Karsan Otomotivnayii Ve Ticaret AS (KRSOF) Overvalued in 2026?
Based on GuruFocus' analysis, Karsan Otomotivnayii Ve Ticaret AS stock appears to be undervalued.
The current stock price of $0.22 is trading 19.6% below its estimated GF Value™ of $0.27.
Key valuation signals for KRSOF:
3-Year Sortino Ratio: -0.46
GF Value™: $0.27 vs. price of $0.22 (19.6% below fair value)
No single metric tells the full story. See the KRSOF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Karsan Otomotiv Sanayii Ve Ticaret AS is engaged in production, import and export of motor vehicles to automotive brands. It provides industrial services to automotive companies and its activities include the production of spare parts for automotive and other vehicles. The operating segments are Bus segment reports production of buses for municipalities, Karsan segment reports the production of commercial vehicles with its own brand, Spare Parts segment represents the production of spare parts and Industrial Sales segment reports the cataphoresis processes and tractor cabin. The group operates in Turkey and internationally and generates the majority of the revenue from the Hyundai segment.
65GF Score
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