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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 (2026-09-17), Nisshin Seifun Group's 5-Year Sortino Ratio is 0.26.
Nisshin Seifun Group (TSE:2002) 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.
Nisshin Seifun Group 5-Year Sortino Ratio Related Terms
TSE:2002 vs KHC, GIS: 5-Year Sortino Ratio Comparison
For the Packaged Foods subindustry, Nisshin Seifun Group'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.
Nisshin Seifun Group 5-Year Sortino Ratio vs Consumer Packaged Goods Industry
For the Consumer Packaged Goods industry and Consumer Defensive sector, Nisshin Seifun Group's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Nisshin Seifun Group's 5-Year Sortino Ratio falls into.
Nisshin Seifun Group 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.
Nisshin Seifun Group (TSE:2002) has a 5-Year Sortino Ratio of 0.26 as of Sep. 17, 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 Nisshin Seifun Group and its competitors.
Is Nisshin Seifun Group's 5-Year Sortino Ratio too high?
Nisshin Seifun Group's current 5-Year Sortino Ratio is 0.26. Overall, Nisshin Seifun Group has a GF Score™ of 81/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Nisshin Seifun Group's 5-Year Sortino Ratio compare to KHC and GIS?
Nisshin Seifun Group's 5-Year Sortino Ratio of 0.26 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 Nisshin Seifun Group and its competitors. Nisshin Seifun Group's current 5-Year Sortino Ratio is 0.26. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Nisshin Seifun Group stock overvalued right now?
Based on GuruFocus' analysis, Nisshin Seifun Group (TSE:2002) is currently considered Fairly Valued. The stock's GF Value™ is 円1,958.01, compared to a current price of 円2,084.50 — trading 6.5% above its estimated fair value. The current 5-Year Sortino Ratio is 0.26. Nisshin Seifun Group's overall GF Score™ is 81/100 with 2 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 Nisshin Seifun Group (TSE:2002), the current 5-Year Sortino Ratio is 0.26 as of Sep. 17, 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 Nisshin Seifun Group (TSE:2002) Overvalued in 2026?
Based on GuruFocus' analysis, Nisshin Seifun Group stock appears to be overvalued.
The current stock price of 円2,084.50 is trading 6.5% above its estimated GF Value™ of 円1,958.01.
GuruFocus considers Nisshin Seifun Group to be Fairly Valued.
Key valuation signals for TSE:2002:
5-Year Sortino Ratio: 0.26
GF Value™: 円1,958.01 vs. price of 円2,084.50 (6.5% above fair value)
No single metric tells the full story. See the TSE:2002 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Nisshin Seifun Group Inc is a Japan-based company mainly engaged in the flour milling business, food business, and prepared meals and prepared foods business. The company operates through four segments. The Flour Milling segment covers flour, bran, and related products. The Food segment includes premixes, household flour, pasta, sauces, frozen foods, baking ingredients, biochemical products, health foods, and drug discovery support. The Ready-made Meals segment provides cooked foods such as bento boxes, side dishes, and noodles. The Others segment includes engineering, cargo handling, storage, and other non-core businesses. It generates the majority of its revenue from the Flour Milling segment.
81GF Score
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