Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.27 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.03 | 0.01 |
| R-squared | 74 | 0.83 |
| Standard deviation | 24.15 | 0.26 |
| Sharpe ratio | 0.31 | 0.01 |
| Treynor ratio | 3.66 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.40 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.21 | 0.01 |
| R-squared | 72 | 0.77 |
| Standard deviation | 23.02 | 0.21 |
| Sharpe ratio | 0.50 | 0.01 |
| Treynor ratio | 7.86 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.87 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.92 | 0.01 |
| R-squared | 76 | 0.78 |
| Standard deviation | 22 | 0.19 |
| Sharpe ratio | 0.40 | 0.01 |
| Treynor ratio | 5.50 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 20.63 |
| Price/Book (P/B) | 0.38 | 2.87 |
| Price/Sales (P/S) | 0.54 | 1.34 |
| Price/Cashflow (P/CF) | 0.08 | 11.81 |
| Median market vapitalization | 3.70K | 4.93K |
| 3-year earnings growth | 18.29 | 10.55 |