Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1 | 0.02 |
| R-squared | 89 | 0.89 |
| Standard deviation | 19.91 | 0.19 |
| Sharpe ratio | 0.37 | 0.01 |
| Treynor ratio | 4.75 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.04 | 0.02 |
| R-squared | 89 | 0.87 |
| Standard deviation | 19.90 | 0.15 |
| Sharpe ratio | 0.49 | 0.01 |
| Treynor ratio | 6.69 | 0.18 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.81 | 0.01 |
| R-squared | 91 | 0.88 |
| Standard deviation | 18.40 | 0.15 |
| Sharpe ratio | 0.42 | 0.01 |
| Treynor ratio | 5.31 | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 33.46 |
| Price/Book (P/B) | 0.18 | 5.38 |
| Price/Sales (P/S) | 0.24 | 3.97 |
| Price/Cashflow (P/CF) | 0.05 | 21.99 |
| Median market vapitalization | 231.15K | 139.28K |
| 3-year earnings growth | 13.17 | 20.56 |