GURUFOCUS.COM » STOCK LIST » Basic Materials » Building Materials » Titan Cement International SA (FRA:TCJ) » Definitions » 1-Year Sortino Ratio

Titan Cement International (FRA:TCJ) 1-Year Sortino Ratio : 5.71 (As of Jan. 18, 2025)


View and export this data going back to 2021. Start your Free Trial

What is Titan Cement International 1-Year Sortino Ratio?

The 1-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past year. As of today (2025-01-18), Titan Cement International's 1-Year Sortino Ratio is 5.71.


Competitive Comparison of Titan Cement International's 1-Year Sortino Ratio

For the Building Materials subindustry, Titan Cement International's 1-Year Sortino Ratio, along with its competitors' market caps and 1-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.


Titan Cement International's 1-Year Sortino Ratio Distribution in the Building Materials Industry

For the Building Materials industry and Basic Materials sector, Titan Cement International's 1-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Titan Cement International's 1-Year Sortino Ratio falls into.



Titan Cement International 1-Year Sortino Ratio Calculation

The 1-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio over the past year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 1-Year Sortino Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the downside risks over one 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.


Titan Cement International  (FRA:TCJ) 1-Year Sortino Ratio Explanation

The 1-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by the standard deviation of negative returns over the past year. 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.


Titan Cement International 1-Year Sortino Ratio Related Terms

Thank you for viewing the detailed overview of Titan Cement International's 1-Year Sortino Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


Titan Cement International Business Description

Traded in Other Exchanges
Address
Square de Meeus 37, Office 501, 4th Floor, Brussels, BEL, 1000
Titan Cement International SA and its subsidiaries are engaged in the production, trade, and distribution of a wide range of construction materials, including cement, concrete, aggregates, cement blocks, dry mortars and fly ash. Its Geographical operating segment includes Greece and Western Europe; North America; South Eastern Europe and Eastern Mediterranean. The company derives a majority of revenue from North America.

Titan Cement International Headlines

No Headlines