Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.12 | 0.01 |
| R-squared | 57 | 0.78 |
| Standard deviation | 12.85 | 0.17 |
| Sharpe ratio | 0.66 | 0.00 |
| Treynor ratio | 12.74 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.09 | 0.01 |
| R-squared | 63 | 0.83 |
| Standard deviation | 13.39 | 0.19 |
| Sharpe ratio | 0.74 | 0.00 |
| Treynor ratio | 14.53 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.88 | 0.01 |
| R-squared | 76 | 0.84 |
| Standard deviation | 14.24 | 0.16 |
| Sharpe ratio | 0.59 | 0.01 |
| Treynor ratio | 9.59 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0.06 |
| Price/Book (P/B) | 0.38 | 0.41 |
| Price/Sales (P/S) | 0.49 | 0.59 |
| Price/Cashflow (P/CF) | 0.08 | 0.09 |
| Median market vapitalization | 86.26K | 115.07K |
| 3-year earnings growth | 3.34 | 17.22 |