Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.64 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.85 | 0.01 |
| R-squared | 80 | 0.78 |
| Standard deviation | 15.24 | 0.17 |
| Sharpe ratio | 0.35 | 0.00 |
| Treynor ratio | 4.98 | 0.04 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.05 | 0.01 |
| R-squared | 79 | 0.83 |
| Standard deviation | 15.56 | 0.19 |
| Sharpe ratio | 0.61 | 0.00 |
| Treynor ratio | 10.49 | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.98 | -0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.69 | 0.01 |
| R-squared | 85 | 0.84 |
| Standard deviation | 15.54 | 0.16 |
| Sharpe ratio | 0.39 | 0.01 |
| Treynor ratio | 5.52 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 0.06 |
| Price/Book (P/B) | 0.35 | 0.41 |
| Price/Sales (P/S) | 0.51 | 0.59 |
| Price/Cashflow (P/CF) | 0.08 | 0.09 |
| Median market vapitalization | 144.72K | 115.07K |
| 3-year earnings growth | 5.30 | 17.22 |