Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.28 | 0.00 |
| R-squared | 94 | 0.62 |
| Standard deviation | 7.50 | 0.05 |
| Sharpe ratio | -0.20 | 0.01 |
| Treynor ratio | -1.84 | 0.05 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.01 | 0.00 |
| R-squared | 92 | 0.65 |
| Standard deviation | 6.79 | 0.04 |
| Sharpe ratio | -0.44 | 0.01 |
| Treynor ratio | -3.09 | 0.03 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.23 | 0.00 |
| R-squared | 82 | 0.64 |
| Standard deviation | 5.76 | 0.04 |
| Sharpe ratio | 0.10 | 0.01 |
| Treynor ratio | 0.43 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0 |
| Price/Book (P/B) | 0.23 | 0 |
| Price/Sales (P/S) | 0.39 | 0.77 |
| Price/Cashflow (P/CF) | 0.05 | 0 |
| Median market vapitalization | 363.86K | 0 |
| 3-year earnings growth | 14.19 | 0 |