Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | -0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.78 |
| Standard deviation | — | 0.17 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | -0.03 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.83 |
| Standard deviation | — | 0.19 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | -0.03 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.84 |
| Standard deviation | — | 0.16 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | 0.06 |
| Price/Book (P/B) | 0.43 | 0.41 |
| Price/Sales (P/S) | 0.64 | 0.59 |
| Price/Cashflow (P/CF) | 0.10 | 0.09 |
| Median market vapitalization | 58.85K | 115.07K |
| 3-year earnings growth | 11.79 | 17.22 |