A threaded shaft for a ball screw comprising: a shaft of fibre-reinforced polymer material; and a helical ridge formed on an outer surface of said shaft, said helical ridge being formed from a fibre-reinforced polymer material comprising a plurality of helical fibres wound around the shaft in the same sense and grouped together to form the ridge. The helical ridge formed from grouped helical fibres all wound with the same sense provides excellent axial load carrying capability as the fibres run continuously from end to end of the shaft and can thus transmit load from end to end. This adds much greater strength than a shaft formed from plastics only. The load carrying capability of the fibre wound helical ridge can indeed approach that of existing metal threads while still being much lighter in weight.