Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.33 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.87 | 0.01 |
| R-squared | 72 | 0.83 |
| Standard deviation | 20.33 | 0.26 |
| Sharpe ratio | 0.27 | 0.01 |
| Treynor ratio | 3.32 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.14 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.14 | 0.01 |
| R-squared | 72 | 0.77 |
| Standard deviation | 20.08 | 0.21 |
| Sharpe ratio | 0.53 | 0.01 |
| Treynor ratio | 8.83 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.12 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.88 | 0.01 |
| R-squared | 77 | 0.78 |
| Standard deviation | 20.06 | 0.19 |
| Sharpe ratio | 0.42 | 0.01 |
| Treynor ratio | 5.99 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 20.63 |
| Price/Book (P/B) | 0.49 | 2.87 |
| Price/Sales (P/S) | 0.61 | 1.34 |
| Price/Cashflow (P/CF) | 0.09 | 11.81 |
| Median market vapitalization | 4.47K | 4.93K |
| 3-year earnings growth | 5.27 | 10.55 |