Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.32 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.66 | 0.01 |
| R-squared | 51 | 0.78 |
| Standard deviation | 14.50 | 0.17 |
| Sharpe ratio | 0.21 | 0.00 |
| Treynor ratio | 3.11 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.99 | 0.01 |
| R-squared | 48 | 0.83 |
| Standard deviation | 13.98 | 0.19 |
| Sharpe ratio | 0.63 | 0.00 |
| Treynor ratio | 14.04 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.67 | 0.01 |
| R-squared | 55 | 0.84 |
| Standard deviation | 13.58 | 0.16 |
| Sharpe ratio | 0.44 | 0.01 |
| Treynor ratio | 8.12 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 0.06 |
| Price/Book (P/B) | 0.51 | 0.41 |
| Price/Sales (P/S) | 0.49 | 0.59 |
| Price/Cashflow (P/CF) | 0.11 | 0.09 |
| Median market vapitalization | 85.00K | 115.07K |
| 3-year earnings growth | -5.03 | 17.22 |