Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.16 | -0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.05 | 0.01 |
| R-squared | 69 | 0.76 |
| Standard deviation | 22.52 | 0.27 |
| Sharpe ratio | 0.88 | 0.00 |
| Treynor ratio | 14.73 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.90 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.80 | 0.01 |
| R-squared | 78 | 0.66 |
| Standard deviation | 22.88 | 0.22 |
| Sharpe ratio | 0.81 | 0.01 |
| Treynor ratio | 13.18 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.69 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.37 | 0.01 |
| R-squared | 72 | 0.67 |
| Standard deviation | 21.27 | 0.20 |
| Sharpe ratio | 0.68 | 0.01 |
| Treynor ratio | 10.66 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 14.25 |
| Price/Book (P/B) | 0.18 | 1.58 |
| Price/Sales (P/S) | 0.17 | 2.57 |
| Price/Cashflow (P/CF) | 0 | 0 |
| Median market vapitalization | 51.92K | 53.85K |
| 3-year earnings growth | -1.93 | 6.58 |