Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -18.94 | -0.12 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.02 | 0.01 |
| R-squared | 67 | 0.78 |
| Standard deviation | 28.95 | 0.28 |
| Sharpe ratio | -0.15 | 0.00 |
| Treynor ratio | -5.95 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.03 | -0.08 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.33 | 0.01 |
| R-squared | 55 | 0.72 |
| Standard deviation | 26.37 | 0.23 |
| Sharpe ratio | 0.49 | 0.01 |
| Treynor ratio | 8.59 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -10.76 | -0.07 |
| Beta | 2 | 0.01 |
| Mean annual return | 0.74 | 0.01 |
| R-squared | 62 | 0.73 |
| Standard deviation | 30.60 | 0.20 |
| Sharpe ratio | 0.22 | 0.01 |
| Treynor ratio | 1.32 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | 15.82 |
| Price/Book (P/B) | 1.06 | 1.72 |
| Price/Sales (P/S) | 5.64 | 1.02 |
| Price/Cashflow (P/CF) | 0.20 | 8.73 |
| Median market vapitalization | 2.25K | 3.83K |
| 3-year earnings growth | -19.10 | 9.83 |