Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | -0.06 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.88 |
| Standard deviation | — | 0.23 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | -0.05 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.85 |
| Standard deviation | — | 0.19 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | -0.04 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.84 |
| Standard deviation | — | 0.17 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 23.15 |
| Price/Book (P/B) | 0.32 | 3.13 |
| Price/Sales (P/S) | 0.71 | 1.88 |
| Price/Cashflow (P/CF) | 0.06 | 13.30 |
| Median market vapitalization | 16.26K | 11.15K |
| 3-year earnings growth | 11.13 | 9.90 |