Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.90 | 0.01 |
| R-squared | 80 | 0.82 |
| Standard deviation | 17.50 | 0.20 |
| Sharpe ratio | 0.34 | 0.01 |
| Treynor ratio | 4.52 | 0.10 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.72 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.30 | 0.01 |
| R-squared | 71 | 0.79 |
| Standard deviation | 16.59 | 0.17 |
| Sharpe ratio | 0.03 | 0.01 |
| Treynor ratio | -0.87 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.53 | 0.00 |
| R-squared | 75 | 0.80 |
| Standard deviation | 17.22 | 0.18 |
| Sharpe ratio | 0.25 | 0.00 |
| Treynor ratio | 2.92 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 18.62 |
| Price/Book (P/B) | 0.41 | 2.50 |
| Price/Sales (P/S) | 0.37 | 1.68 |
| Price/Cashflow (P/CF) | 0.08 | 12.35 |
| Median market vapitalization | 74.42K | 65.00K |
| 3-year earnings growth | 23.43 | 11.79 |