Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.40 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.06 | 0.01 |
| R-squared | 79 | 0.84 |
| Standard deviation | 15.18 | 0.23 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 8.04 | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | 0.00 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.20 | 0.01 |
| R-squared | 80 | 0.79 |
| Standard deviation | 15.55 | 0.18 |
| Sharpe ratio | 0.73 | 0.01 |
| Treynor ratio | 12.15 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.79 | 0.01 |
| R-squared | 84 | 0.78 |
| Standard deviation | 15.42 | 0.18 |
| Sharpe ratio | 0.48 | 0.01 |
| Treynor ratio | 6.89 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | 23.76 |
| Price/Book (P/B) | 0.69 | 2.85 |
| Price/Sales (P/S) | 1.41 | 1.93 |
| Price/Cashflow (P/CF) | 0.14 | 14.38 |
| Median market vapitalization | 6.46K | 7.36K |
| 3-year earnings growth | 4.09 | 10.27 |