Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.57 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.93 | 0.01 |
| R-squared | 65 | 0.85 |
| Standard deviation | 15.24 | 0.25 |
| Sharpe ratio | 0.41 | 0.01 |
| Treynor ratio | 6.58 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.07 | 0.01 |
| R-squared | 68 | 0.82 |
| Standard deviation | 15.53 | 0.20 |
| Sharpe ratio | 0.63 | 0.01 |
| Treynor ratio | 11.40 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.87 | 0.01 |
| R-squared | 78 | 0.84 |
| Standard deviation | 15.86 | 0.17 |
| Sharpe ratio | 0.52 | 0.01 |
| Treynor ratio | 8.08 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | 20.50 |
| Price/Book (P/B) | 0.49 | 2.22 |
| Price/Sales (P/S) | 0.70 | 1.28 |
| Price/Cashflow (P/CF) | 0.09 | 10.83 |
| Median market vapitalization | 21.53K | 13.03K |
| 3-year earnings growth | 2.03 | 1.56 |