Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.41 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.50 | 0.02 |
| R-squared | 78 | 0.82 |
| Standard deviation | 22.03 | 0.23 |
| Sharpe ratio | 0.06 | 0.01 |
| Treynor ratio | -0.79 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -10.86 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.57 | 0.02 |
| R-squared | 70 | 0.79 |
| Standard deviation | 22.11 | 0.19 |
| Sharpe ratio | 0.18 | 0.01 |
| Treynor ratio | 1.48 | 0.17 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.43 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.65 | 0.01 |
| R-squared | 75 | 0.80 |
| Standard deviation | 19.94 | 0.17 |
| Sharpe ratio | 0.29 | 0.01 |
| Treynor ratio | 3.50 | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 35.75 |
| Price/Book (P/B) | 0.27 | 5.98 |
| Price/Sales (P/S) | 0.50 | 4.25 |
| Price/Cashflow (P/CF) | 0.06 | 25.61 |
| Median market vapitalization | 5.79K | 19.46K |
| 3-year earnings growth | 15.24 | 16.64 |