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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 (2026-09-01), Shibaura Machine Co's 3-Year Sortino Ratio is 132.26.
Shibaura Machine Co (OTCPK:TSHMF) 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.
Shibaura Machine Co 3-Year Sortino Ratio Related Terms
TSHMF vs GEV, ETN, PH: 3-Year Sortino Ratio Comparison
For the Specialty Industrial Machinery subindustry, Shibaura Machine Co'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.
Shibaura Machine Co 3-Year Sortino Ratio vs Industrial Products Industry
For the Industrial Products industry and Industrials sector, Shibaura Machine Co's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Shibaura Machine Co's 3-Year Sortino Ratio falls into.
Shibaura Machine Co 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.
Shibaura Machine Co (TSHMF) has a 3-Year Sortino Ratio of 132.26 as of Sep. 01, 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 Shibaura Machine Co and its competitors.
Is Shibaura Machine Co's 3-Year Sortino Ratio too high?
Shibaura Machine Co's current 3-Year Sortino Ratio is 132.26. Overall, Shibaura Machine Co has a GF Score™ of 88/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Shibaura Machine Co's 3-Year Sortino Ratio compare to GEV and ETN?
Shibaura Machine Co's 3-Year Sortino Ratio of 132.26 can be compared against companies in the Industrial Products 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 Industrial Products company?
A good 3-Year Sortino Ratio depends on the Industrial Products 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 Shibaura Machine Co and its competitors. Shibaura Machine Co's current 3-Year Sortino Ratio is 132.26. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Shibaura Machine Co stock overvalued right now?
Based on GuruFocus' analysis, Shibaura Machine Co (TSHMF) is currently considered Modestly Overvalued. The stock's GF Value™ is $21.16, compared to a current price of $26.11 — trading 23.4% above its estimated fair value. The current 3-Year Sortino Ratio is 132.26. Shibaura Machine Co's overall GF Score™ is 88/100 with 8 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 Shibaura Machine Co (TSHMF), the current 3-Year Sortino Ratio is 132.26 as of Sep. 01, 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 Shibaura Machine Co (TSHMF) Overvalued in 2026?
Based on GuruFocus' analysis, Shibaura Machine Co stock appears to be overvalued.
The current stock price of $26.11 is trading 23.4% above its estimated GF Value™ of $21.16.
GuruFocus considers Shibaura Machine Co to be Modestly Overvalued.
Key valuation signals for TSHMF:
3-Year Sortino Ratio: 132.26
GF Value™: $21.16 vs. price of $26.11 (23.4% above fair value)
No single metric tells the full story. See the TSHMF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Shibaura Machine Co Ltd is engaged in manufacturing and distribution of molding machineries and machine tools. The business of the company is divided into two segments: molding machinery and machine tools. The company's product portfolio comprises injection molding machines, die-casting machines, plastic extrusion, large-size machine tools, portal-type machine tools, machining centers, horizontal boring machines, and high-precision machines, among others. The company's products are used in manufacturing of computers, automobile engines, transmissions, medical products, high-precision lenses, displays, construction machines, and wind power generation. A vast majority of the company's revenue is generated by the molding machinery segment, and the company earns most of its revenue in Japan.
88GF Score
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