Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.80 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.62 | 0.01 |
| R-squared | 72 | 0.78 |
| Standard deviation | 15.39 | 0.17 |
| Sharpe ratio | 0.18 | 0.00 |
| Treynor ratio | 2.16 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.03 | 0.01 |
| R-squared | 72 | 0.83 |
| Standard deviation | 14.50 | 0.19 |
| Sharpe ratio | 0.66 | 0.00 |
| Treynor ratio | 11.90 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.15 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.73 | 0.01 |
| R-squared | 80 | 0.84 |
| Standard deviation | 14.06 | 0.16 |
| Sharpe ratio | 0.48 | 0.01 |
| Treynor ratio | 7.36 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0.06 |
| Price/Book (P/B) | 0.41 | 0.41 |
| Price/Sales (P/S) | 0.57 | 0.59 |
| Price/Cashflow (P/CF) | 0.09 | 0.09 |
| Median market vapitalization | 112.70K | 115.07K |
| 3-year earnings growth | -2.94 | 17.22 |