Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.89 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.51 | 0.01 |
| R-squared | 86 | 0.83 |
| Standard deviation | 20.05 | 0.21 |
| Sharpe ratio | 0.06 | 0.01 |
| Treynor ratio | -0.57 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.05 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.42 | 0.01 |
| R-squared | 77 | 0.80 |
| Standard deviation | 20.29 | 0.17 |
| Sharpe ratio | 0.10 | 0.01 |
| Treynor ratio | -0.04 | 0.13 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | 0.04 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.67 | 0.01 |
| R-squared | 73 | 0.81 |
| Standard deviation | 17.96 | 0.16 |
| Sharpe ratio | 0.33 | 0.01 |
| Treynor ratio | 4.36 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 31.43 |
| Price/Book (P/B) | 0.31 | 3.98 |
| Price/Sales (P/S) | 0.45 | 2.79 |
| Price/Cashflow (P/CF) | 0.07 | 19.12 |
| Median market vapitalization | 5.74K | 4.34K |
| 3-year earnings growth | 10.64 | 11.19 |