Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -13.24 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.29 | 0.01 |
| R-squared | 74 | 0.66 |
| Standard deviation | 18.95 | 0.20 |
| Sharpe ratio | -0.08 | 0.01 |
| Treynor ratio | -2.87 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.03 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.63 | 0.01 |
| R-squared | 68 | 0.55 |
| Standard deviation | 19.03 | 0.17 |
| Sharpe ratio | 0.24 | 0.00 |
| Treynor ratio | 2.76 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.95 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.57 | 0.01 |
| R-squared | 59 | 0.47 |
| Standard deviation | 17.35 | 0.16 |
| Sharpe ratio | 0.28 | 0.01 |
| Treynor ratio | 3.78 | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 45.09 |
| Price/Book (P/B) | 0.48 | 2.68 |
| Price/Sales (P/S) | 0.17 | 10.11 |
| Price/Cashflow (P/CF) | 0.06 | 23.05 |
| Median market vapitalization | 22.23K | 23.18K |
| 3-year earnings growth | 5.13 | 5.24 |