Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.57 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.75 | 0.01 |
| R-squared | 88 | 0.84 |
| Standard deviation | 17.31 | 0.23 |
| Sharpe ratio | 0.24 | 0.01 |
| Treynor ratio | 2.59 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.44 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.59 | 0.01 |
| R-squared | 86 | 0.79 |
| Standard deviation | 18.55 | 0.18 |
| Sharpe ratio | 0.22 | 0.01 |
| Treynor ratio | 2.18 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.75 | 0.01 |
| R-squared | 85 | 0.78 |
| Standard deviation | 17.75 | 0.18 |
| Sharpe ratio | 0.39 | 0.01 |
| Treynor ratio | 5.08 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 23.76 |
| Price/Book (P/B) | 0.33 | 2.85 |
| Price/Sales (P/S) | 0.51 | 1.93 |
| Price/Cashflow (P/CF) | 0.07 | 14.38 |
| Median market vapitalization | 5.13K | 7.36K |
| 3-year earnings growth | 14.34 | 10.27 |