Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -13.54 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.23 | 0.01 |
| R-squared | 75 | 0.74 |
| Standard deviation | 18.23 | 0.19 |
| Sharpe ratio | -0.11 | 0.00 |
| Treynor ratio | -3.45 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.35 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.54 | 0.01 |
| R-squared | 79 | 0.68 |
| Standard deviation | 18.07 | 0.16 |
| Sharpe ratio | 0.19 | 0.00 |
| Treynor ratio | 1.81 | 0.06 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | -0.02 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.66 |
| Standard deviation | — | 0.15 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.07 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 21.89 |
| Price/Book (P/B) | 0.70 | 1.44 |
| Price/Sales (P/S) | 0.16 | 6.07 |
| Price/Cashflow (P/CF) | 0.07 | 17.89 |
| Median market vapitalization | 15.47K | 12.16K |
| 3-year earnings growth | -1.92 | -1.19 |