Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.38 | 0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.83 | 0.01 |
| R-squared | 43 | 0.37 |
| Standard deviation | 16.41 | 0.15 |
| Sharpe ratio | 0.31 | 0.01 |
| Treynor ratio | 5.28 | 0.16 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.86 | 0.00 |
| Beta | 1 | 0.00 |
| Mean annual return | 1.01 | 0.01 |
| R-squared | 35 | 0.29 |
| Standard deviation | 16.42 | 0.13 |
| Sharpe ratio | 0.54 | 0.01 |
| Treynor ratio | 12.54 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.22 | 0.05 |
| Beta | 1 | 0.00 |
| Mean annual return | 0.94 | 0.01 |
| R-squared | 26 | 0.25 |
| Standard deviation | 14.86 | 0.13 |
| Sharpe ratio | 0.61 | 0.01 |
| Treynor ratio | 16.51 | 0.22 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 21.62 |
| Price/Book (P/B) | 0.44 | 2.12 |
| Price/Sales (P/S) | 0.36 | 2.27 |
| Price/Cashflow (P/CF) | 0.11 | 10.16 |
| Median market vapitalization | 43.51K | 31.74K |
| 3-year earnings growth | 11.19 | 3.49 |