Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.96 | 0.01 |
| R-squared | 75 | 0.94 |
| Standard deviation | 17.86 | 0.17 |
| Sharpe ratio | 0.38 | 0.00 |
| Treynor ratio | 6.08 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.25 | 0.01 |
| R-squared | 82 | 0.95 |
| Standard deviation | 17.27 | 0.19 |
| Sharpe ratio | 0.70 | 0.01 |
| Treynor ratio | 11.84 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.97 | 0.01 |
| R-squared | 89 | 0.95 |
| Standard deviation | 16.30 | 0.15 |
| Sharpe ratio | 0.59 | 0.01 |
| Treynor ratio | 8.80 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.24 | 0.21 |
| Price/Sales (P/S) | 0.36 | 0.40 |
| Price/Cashflow (P/CF) | 0.04 | 0.06 |
| Median market vapitalization | 61.65K | 335.22K |
| 3-year earnings growth | 11.42 | 21.25 |