Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.66 | -0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.69 | 0.01 |
| R-squared | 81 | 0.92 |
| Standard deviation | 15.74 | 0.20 |
| Sharpe ratio | 0.98 | 0.00 |
| Treynor ratio | 16.72 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.24 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.46 | 0.01 |
| R-squared | 82 | 0.91 |
| Standard deviation | 17.57 | 0.17 |
| Sharpe ratio | 0.82 | 0.00 |
| Treynor ratio | 13.39 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.64 | 0.00 |
| R-squared | 85 | 0.90 |
| Standard deviation | 17.45 | 0.16 |
| Sharpe ratio | 0.32 | 0.00 |
| Treynor ratio | 3.90 | 0.04 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | 15.30 |
| Price/Book (P/B) | 0.83 | 1.32 |
| Price/Sales (P/S) | 1.07 | 1.04 |
| Price/Cashflow (P/CF) | 0.18 | 7.35 |
| Median market vapitalization | 29.44K | 36.99K |
| 3-year earnings growth | 10.24 | -1.82 |