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The 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. As of today (2026-08-29), Kaset Thai International Sugar PCL's 5-Year Sortino Ratio is -1.05.
Kaset Thai International Sugar PCL (BKK:KTIS-R) 5-Year Sortino Ratio Explanation
The 5-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past five year. It is calculated as the annualized result of the average five-year monthly excess returns divided by the standard deviation of negative returns in the five-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.
Kaset Thai International Sugar PCL 5-Year Sortino Ratio Related Terms
BKK:KTIS-R vs MDLZ, HSY, TR: 5-Year Sortino Ratio Comparison
For the Confectioners subindustry, Kaset Thai International Sugar PCL's 5-Year Sortino Ratio, along with its competitors' market caps and 5-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.
Kaset Thai International Sugar PCL 5-Year Sortino Ratio vs Consumer Packaged Goods Industry
For the Consumer Packaged Goods industry and Consumer Defensive sector, Kaset Thai International Sugar PCL's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Kaset Thai International Sugar PCL's 5-Year Sortino Ratio falls into.
Kaset Thai International Sugar PCL 5-Year Sortino Ratio Calculation
The 5-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last five year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 5-Year Sortino Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past five 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.
Kaset Thai International Sugar PCL (BKK:KTIS-R) has a 5-Year Sortino Ratio of -1.05 as of Aug. 29, 2026. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for Kaset Thai International Sugar PCL and its competitors.
Is Kaset Thai International Sugar PCL's 5-Year Sortino Ratio too high?
Kaset Thai International Sugar PCL's current 5-Year Sortino Ratio is -1.05. Overall, Kaset Thai International Sugar PCL has a GF Score™ of 47/100, reflecting its overall financial health beyond just this single metric.
How does Kaset Thai International Sugar PCL's 5-Year Sortino Ratio compare to MDLZ and HSY?
Kaset Thai International Sugar PCL's 5-Year Sortino Ratio of -1.05 can be compared against companies in the Consumer Packaged Goods industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 5-Year Sortino Ratio for a Consumer Packaged Goods company?
A good 5-Year Sortino Ratio depends on the Consumer Packaged Goods industry context. However, 5-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 5-Year Sortino Ratio mean?
A high 5-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for Kaset Thai International Sugar PCL and its competitors. Kaset Thai International Sugar PCL's current 5-Year Sortino Ratio is -1.05. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Kaset Thai International Sugar PCL stock overvalued right now?
Kaset Thai International Sugar PCL (BKK:KTIS-R) has a current 5-Year Sortino Ratio of -1.05. The stock's GF Value™ is ฿2.56, compared to a current price of ฿1.95 — trading 23.8% below its estimated fair value. The current 5-Year Sortino Ratio is -1.05. Kaset Thai International Sugar PCL's overall GF Score™ is 47/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 5-Year Sortino Ratio calculated?
5-Year Sortino Ratio is calculated from a company's financial statements. For Kaset Thai International Sugar PCL (BKK:KTIS-R), the current 5-Year Sortino Ratio is -1.05 as of Aug. 29, 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 Kaset Thai International Sugar PCL (BKK:KTIS-R) Overvalued in 2026?
Based on GuruFocus' analysis, Kaset Thai International Sugar PCL stock appears to be undervalued.
The current stock price of ฿1.95 is trading 23.8% below its estimated GF Value™ of ฿2.56.
Key valuation signals for BKK:KTIS-R:
5-Year Sortino Ratio: -1.05
GF Value™: ฿2.56 vs. price of ฿1.95 (23.8% below fair value)
No single metric tells the full story. See the BKK:KTIS-R stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Kaset Thai International Sugar Corp PCL is principally engaged in the manufacturing and distribution of sugar, which is sold both domestically and overseas. The company's product portfolio includes sugar and bio-products. The bio-products are by-products of sugar production and include paper pulp from bagasse, ethanol from molasses, and electrical energy from biomass. It also provides agricultural machinery services for farmers. The company's reportable segments are; the production and distribution of sugar; the production and distribution of pulp; the production and distribution of alcohol; and the production and distribution of electricity. It derives a majority of its revenue from the production and distribution of the sugar segment.
47GF Score
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