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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 (2026-09-22), Thai Rayon PCL's 5-Year Sortino Ratio is -3.34.
Thai Rayon PCL (OTCPK:TRAYF) 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.
Thai Rayon PCL 5-Year Sortino Ratio Related Terms
Thai Rayon PCL 5-Year Sortino Ratio Competitor Comparison
For the Textile Manufacturing subindustry, Thai Rayon 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.
Thai Rayon PCL 5-Year Sortino Ratio vs Manufacturing - Apparel & Accessories Industry
For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Thai Rayon PCL's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Thai Rayon PCL's 5-Year Sortino Ratio falls into.
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.
Thai Rayon PCL (TRAYF) has a 5-Year Sortino Ratio of -3.34 as of Sep. 22, 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 Thai Rayon PCL and its competitors.
Is Thai Rayon PCL's 5-Year Sortino Ratio too high?
Thai Rayon PCL's current 5-Year Sortino Ratio is -3.34. Overall, Thai Rayon PCL has a GF Score™ of 12/100, reflecting its overall financial health beyond just this single metric.
How does Thai Rayon PCL's 5-Year Sortino Ratio compare to competitors?
Thai Rayon PCL's 5-Year Sortino Ratio of -3.34 can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good 5-Year Sortino Ratio depends on the Manufacturing - Apparel & Accessories 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 Thai Rayon PCL and its competitors. Thai Rayon PCL's current 5-Year Sortino Ratio is -3.34. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Thai Rayon PCL stock overvalued right now?
Thai Rayon PCL (TRAYF) has a current 5-Year Sortino Ratio of -3.34. The stock's GF Value™ is $2.77, compared to a current price of $1.70 — trading 38.6% below its estimated fair value. The current 5-Year Sortino Ratio is -3.34. Thai Rayon PCL's overall GF Score™ is 12/100 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 Thai Rayon PCL (TRAYF), the current 5-Year Sortino Ratio is -3.34 as of Sep. 22, 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 Thai Rayon PCL (TRAYF) Overvalued in 2026?
Based on GuruFocus' analysis, Thai Rayon PCL stock appears to be undervalued.
The current stock price of $1.70 is trading 38.6% below its estimated GF Value™ of $2.77.
Key valuation signals for TRAYF:
5-Year Sortino Ratio: -3.34
GF Value™: $2.77 vs. price of $1.70 (38.6% below fair value)
No single metric tells the full story. See the TRAYF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Thai Rayon PCL is a Thailand-based manufacturer of viscose rayon staple fiber, a regenerated cellulose fiber used in textiles, nonwovens, and industrial applications. Its principal product is rayon staple fiber, sold under the Thai Rayon name, and it also produces anhydrous sodium sulphate as a by-product, which is supplied to detergent, pulp, glass, leather, and textile industries. The company serves textile spinners, yarn producers, and industrial customers in Thailand and export markets across Asia and beyond. Its operations are concentrated in a single reporting segment: the manufacture and distribution of viscose rayon staple fiber and related by-products. Thai Rayon is part of the Aditya Birla Group's pulp and fiber business, which gives it access to integrated production and global marketing networks. Revenue is generated primarily through domestic and export sales of rayon fiber, with by-product sales providing an additional stream.
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