Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -4.04 | -0.34 |
Beta | 1 | 0.02 |
Mean annual return | 0.95 | 0.00 |
R-squared | 44 | 0.74 |
Standard deviation | 21.89 | 0.48 |
Sharpe ratio | 0.30 | 0.00 |
Treynor ratio | 4.46 | -0.05 |
5 year | Return | Category |
---|---|---|
Alpha | 8.26 | -0.27 |
Beta | 1 | 0.02 |
Mean annual return | 1.89 | 0.00 |
R-squared | 41 | 0.63 |
Standard deviation | 26.48 | 0.39 |
Sharpe ratio | 0.74 | 0.00 |
Treynor ratio | 16.18 | -0.02 |
10 year | Return | Category |
---|---|---|
Alpha | -7.11 | -0.19 |
Beta | 1 | 0.02 |
Mean annual return | 0.58 | 0.00 |
R-squared | 51 | 0.59 |
Standard deviation | 28.70 | 0.34 |
Sharpe ratio | 0.17 | 0.00 |
Treynor ratio | 0.42 | -0.03 |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.05 | 0 |
Price/Book (P/B) | 0.43 | 1.59 |
Price/Sales (P/S) | 0.66 | 1.84 |
Price/Cashflow (P/CF) | 0.12 | 10.01 |
Median market vapitalization | 27.93K | 35.67K |
3-year earnings growth | 23.83 | 0 |