Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.87 | -0.09 |
| Beta | 2 | 0.01 |
| Mean annual return | 1.17 | 0.01 |
| R-squared | 78 | 0.85 |
| Standard deviation | 29.95 | 0.25 |
| Sharpe ratio | 0.31 | 0.01 |
| Treynor ratio | 3.34 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.05 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.26 | 0.01 |
| R-squared | 68 | 0.82 |
| Standard deviation | 28.62 | 0.20 |
| Sharpe ratio | 0.43 | 0.01 |
| Treynor ratio | 6.10 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -9.31 | -0.06 |
| Beta | 2 | 0.01 |
| Mean annual return | 0.93 | 0.01 |
| R-squared | 74 | 0.84 |
| Standard deviation | 29.40 | 0.17 |
| Sharpe ratio | 0.31 | 0.01 |
| Treynor ratio | 3.07 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | 20.50 |
| Price/Book (P/B) | 0.64 | 2.22 |
| Price/Sales (P/S) | 1.01 | 1.28 |
| Price/Cashflow (P/CF) | 0.15 | 10.83 |
| Median market vapitalization | 38.68K | 13.03K |
| 3-year earnings growth | 4.11 | 1.56 |