Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.49 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.13 | 0.01 |
| R-squared | 81 | 0.78 |
| Standard deviation | 13.54 | 0.17 |
| Sharpe ratio | 0.65 | 0.00 |
| Treynor ratio | 11.04 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.17 | 0.01 |
| R-squared | 84 | 0.83 |
| Standard deviation | 14.01 | 0.19 |
| Sharpe ratio | 0.79 | 0.00 |
| Treynor ratio | 13.76 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.99 | 0.01 |
| R-squared | 89 | 0.84 |
| Standard deviation | 13.46 | 0.16 |
| Sharpe ratio | 0.73 | 0.01 |
| Treynor ratio | 11.58 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0.06 |
| Price/Book (P/B) | 0.28 | 0.41 |
| Price/Sales (P/S) | 0.33 | 0.59 |
| Price/Cashflow (P/CF) | 0.07 | 0.09 |
| Median market vapitalization | 200.05K | 115.07K |
| 3-year earnings growth | 5.64 | 17.22 |