Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.26 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.11 | 0.01 |
| R-squared | 42 | 0.60 |
| Standard deviation | 14.17 | 0.21 |
| Sharpe ratio | -0.25 | 0.01 |
| Treynor ratio | -7.29 | 0.17 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.46 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.45 | 0.01 |
| R-squared | 50 | 0.52 |
| Standard deviation | 14.27 | 0.19 |
| Sharpe ratio | 0.16 | 0.01 |
| Treynor ratio | 2.09 | 0.16 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | 0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.53 | 0.01 |
| R-squared | 57 | 0.50 |
| Standard deviation | 14.26 | 0.17 |
| Sharpe ratio | 0.30 | 0.01 |
| Treynor ratio | 4.65 | 0.18 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 24.55 |
| Price/Book (P/B) | 0.21 | 5.28 |
| Price/Sales (P/S) | 0.57 | 2.06 |
| Price/Cashflow (P/CF) | 0.06 | 17.54 |
| Median market vapitalization | 105.33K | 34.86K |
| 3-year earnings growth | 5.19 | 32.48 |