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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 (2026-09-14), Zoomlion Heavy Industry Science and Technology Co's 3-Year Sortino Ratio is 2.16.
Zoomlion Heavy Industry Science and Technology Co (OTCPK:ZLIOF) 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.
Zoomlion Heavy Industry Science and Technology Co 3-Year Sortino Ratio Related Terms
ZLIOF vs CAT, DE, PCAR: 3-Year Sortino Ratio Comparison
For the Farm & Heavy Construction Machinery subindustry, Zoomlion Heavy Industry Science and Technology 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.
Zoomlion Heavy Industry Science and Technology Co 3-Year Sortino Ratio vs Farm & Heavy Construction Machinery Industry
Zoomlion Heavy Industry Science and Technology 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.
Zoomlion Heavy Industry Science and Technology Co (ZLIOF) has a 3-Year Sortino Ratio of 2.16 as of Sep. 14, 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 Zoomlion Heavy Industry Science and Technology Co and its competitors.
Is Zoomlion Heavy Industry Science and Technology Co's 3-Year Sortino Ratio too high?
Zoomlion Heavy Industry Science and Technology Co's current 3-Year Sortino Ratio is 2.16. Overall, Zoomlion Heavy Industry Science and Technology Co has a GF Score™ of 74/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Zoomlion Heavy Industry Science and Technology Co's 3-Year Sortino Ratio compare to CAT and DE?
Zoomlion Heavy Industry Science and Technology Co's 3-Year Sortino Ratio of 2.16 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 Zoomlion Heavy Industry Science and Technology Co and its competitors. Zoomlion Heavy Industry Science and Technology Co's current 3-Year Sortino Ratio is 2.16. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Zoomlion Heavy Industry Science and Technology Co stock overvalued right now?
Based on GuruFocus' analysis, Zoomlion Heavy Industry Science and Technology Co (ZLIOF) is currently considered Possible Value Trap. The stock's GF Value™ is $1.19, compared to a current price of $0.76 — trading 36.3% below its estimated fair value. The current 3-Year Sortino Ratio is 2.16. Zoomlion Heavy Industry Science and Technology Co's overall GF Score™ is 74/100 with 5 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 Zoomlion Heavy Industry Science and Technology Co (ZLIOF), the current 3-Year Sortino Ratio is 2.16 as of Sep. 14, 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 Zoomlion Heavy Industry Science and Technology Co (ZLIOF) Overvalued in 2026?
Based on GuruFocus' analysis, Zoomlion Heavy Industry Science and Technology Co stock appears to be undervalued.
The current stock price of $0.76 is trading 36.3% below its estimated GF Value™ of $1.19.
GuruFocus considers Zoomlion Heavy Industry Science and Technology Co to be Possible Value Trap.
Key valuation signals for ZLIOF:
3-Year Sortino Ratio: 2.16
GF Value™: $1.19 vs. price of $0.76 (36.3% below fair value)
No single metric tells the full story. See the ZLIOF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Zoomlion Heavy Industry Science and Technology Co Ltd are mainly engaged in the research, development, manufacturing, and sales of construction machinery and agricultural machinery. It is engaged in three main operating segments, including research, development, manufacturing, and sale of construction machinery; research, development, manufacturing, and sale of agricultural machinery; and finance lease services. The construction machinery segment provides concrete machinery, crane machinery, aerial machinery, earth working machinery, and other products. The agricultural machinery industry includes farming machinery, harvesting machinery, drying machinery, and agricultural equipment.
74GF Score
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