Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.60 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.56 | 0.02 |
| R-squared | 74 | 0.82 |
| Standard deviation | 17.50 | 0.23 |
| Sharpe ratio | 0.10 | 0.01 |
| Treynor ratio | 0.32 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.87 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.51 | 0.02 |
| R-squared | 78 | 0.79 |
| Standard deviation | 19.45 | 0.19 |
| Sharpe ratio | 0.16 | 0.01 |
| Treynor ratio | 1.16 | 0.17 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.16 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.93 | 0.01 |
| R-squared | 80 | 0.80 |
| Standard deviation | 19 | 0.17 |
| Sharpe ratio | 0.47 | 0.01 |
| Treynor ratio | 6.81 | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 35.75 |
| Price/Book (P/B) | 0.23 | 5.98 |
| Price/Sales (P/S) | 0.23 | 4.25 |
| Price/Cashflow (P/CF) | 0 | 25.61 |
| Median market vapitalization | 16.16K | 19.46K |
| 3-year earnings growth | 13.42 | 16.64 |