Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.31 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.14 | 0.01 |
| R-squared | 79 | 0.83 |
| Standard deviation | 20.95 | 0.26 |
| Sharpe ratio | 0.42 | 0.01 |
| Treynor ratio | 6.16 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.69 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.10 | 0.01 |
| R-squared | 77 | 0.77 |
| Standard deviation | 20.01 | 0.21 |
| Sharpe ratio | 0.51 | 0.01 |
| Treynor ratio | 8.20 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.66 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.85 | 0.01 |
| R-squared | 82 | 0.78 |
| Standard deviation | 19.67 | 0.19 |
| Sharpe ratio | 0.41 | 0.01 |
| Treynor ratio | 5.64 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 20.63 |
| Price/Book (P/B) | 0.43 | 2.87 |
| Price/Sales (P/S) | 0.69 | 1.34 |
| Price/Cashflow (P/CF) | 0.09 | 11.81 |
| Median market vapitalization | 7.71K | 4.93K |
| 3-year earnings growth | 6.72 | 10.55 |