Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.39 | 0.01 |
| R-squared | 87 | 0.91 |
| Standard deviation | 20.60 | 0.22 |
| Sharpe ratio | 0.57 | 0.00 |
| Treynor ratio | 8.31 | 0.05 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.50 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.31 | 0.01 |
| R-squared | 88 | 0.89 |
| Standard deviation | 21.47 | 0.18 |
| Sharpe ratio | 0.59 | 0.01 |
| Treynor ratio | 8.40 | 0.08 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.75 | 0.01 |
| R-squared | 87 | 0.89 |
| Standard deviation | 21.48 | 0.17 |
| Sharpe ratio | 0.32 | 0.00 |
| Treynor ratio | 3.52 | 0.06 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 14.90 |
| Price/Book (P/B) | 0.76 | 1.27 |
| Price/Sales (P/S) | 1.37 | 0.81 |
| Price/Cashflow (P/CF) | 0.14 | 7.05 |
| Median market vapitalization | 3.41K | 7.57K |
| 3-year earnings growth | 5.22 | 1.79 |