Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.30 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.02 | 0.02 |
| R-squared | 75 | 0.82 |
| Standard deviation | 19.59 | 0.23 |
| Sharpe ratio | 0.38 | 0.01 |
| Treynor ratio | 5.28 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.84 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.80 | 0.02 |
| R-squared | 73 | 0.79 |
| Standard deviation | 20.76 | 0.19 |
| Sharpe ratio | 0.32 | 0.01 |
| Treynor ratio | 4.21 | 0.17 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.01 | 0.01 |
| R-squared | 76 | 0.80 |
| Standard deviation | 18.91 | 0.17 |
| Sharpe ratio | 0.53 | 0.01 |
| Treynor ratio | 8.11 | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 35.75 |
| Price/Book (P/B) | 0.12 | 5.98 |
| Price/Sales (P/S) | 0.37 | 4.25 |
| Price/Cashflow (P/CF) | 0.04 | 25.61 |
| Median market vapitalization | 31.01K | 19.46K |
| 3-year earnings growth | 23.25 | 16.64 |