Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.48 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.13 | 0.01 |
| R-squared | 50 | 0.60 |
| Standard deviation | 14.04 | 0.21 |
| Sharpe ratio | -0.23 | 0.01 |
| Treynor ratio | -6.21 | 0.17 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.95 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.38 | 0.01 |
| R-squared | 54 | 0.52 |
| Standard deviation | 15.22 | 0.19 |
| Sharpe ratio | 0.10 | 0.01 |
| Treynor ratio | 0.54 | 0.16 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | 0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.61 | 0.01 |
| R-squared | 56 | 0.50 |
| Standard deviation | 16.92 | 0.17 |
| Sharpe ratio | 0.31 | 0.01 |
| Treynor ratio | 4.66 | 0.18 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 24.55 |
| Price/Book (P/B) | 0.20 | 5.28 |
| Price/Sales (P/S) | 0.47 | 2.06 |
| Price/Cashflow (P/CF) | 0.05 | 17.54 |
| Median market vapitalization | 70.73K | 34.86K |
| 3-year earnings growth | 7.41 | 32.48 |