Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 20.58 | 0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 2.70 | 0.02 |
| R-squared | 10 | 0.24 |
| Standard deviation | 25.32 | 0.38 |
| Sharpe ratio | 1.09 | 0.01 |
| Treynor ratio | 51.41 | 0.16 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.92 | -0.05 |
| Beta | 0 | 0.01 |
| Mean annual return | 1.05 | 0.01 |
| R-squared | 9 | 0.21 |
| Standard deviation | 24.53 | 0.33 |
| Sharpe ratio | 0.39 | 0.00 |
| Treynor ratio | 14.38 | 0.04 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 9.59 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.43 | 0.00 |
| R-squared | 10 | 0.12 |
| Standard deviation | 26.95 | 0.37 |
| Sharpe ratio | 0.56 | 0.00 |
| Treynor ratio | 21.96 | -0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 15.74 |
| Price/Book (P/B) | 0.34 | 1.93 |
| Price/Sales (P/S) | 0.19 | 2.12 |
| Price/Cashflow (P/CF) | 0.09 | 7.58 |
| Median market vapitalization | 16.92K | 4.63K |
| 3-year earnings growth | 11.51 | 25.39 |