Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.30 | -0.12 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.87 | 0.01 |
| R-squared | 71 | 0.78 |
| Standard deviation | 20.50 | 0.28 |
| Sharpe ratio | 0.27 | 0.00 |
| Treynor ratio | 3.35 | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | -0.08 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.34 | 0.01 |
| R-squared | 70 | 0.72 |
| Standard deviation | 20.20 | 0.23 |
| Sharpe ratio | 0.64 | 0.01 |
| Treynor ratio | 11.39 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.90 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.91 | 0.01 |
| R-squared | 77 | 0.73 |
| Standard deviation | 20.29 | 0.20 |
| Sharpe ratio | 0.44 | 0.01 |
| Treynor ratio | 6.20 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 15.82 |
| Price/Book (P/B) | 0.57 | 1.72 |
| Price/Sales (P/S) | 0.99 | 1.02 |
| Price/Cashflow (P/CF) | 0.10 | 8.73 |
| Median market vapitalization | 7.69K | 3.83K |
| 3-year earnings growth | 1.06 | 9.83 |