Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | -0.09 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.59 | 0.01 |
| R-squared | 69 | 0.85 |
| Standard deviation | 20.30 | 0.25 |
| Sharpe ratio | 0.70 | 0.01 |
| Treynor ratio | 12.11 | 0.08 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.82 | -0.07 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.97 | 0.01 |
| R-squared | 65 | 0.82 |
| Standard deviation | 21.14 | 0.20 |
| Sharpe ratio | 0.97 | 0.01 |
| Treynor ratio | 19.60 | 0.09 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | -0.06 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.16 | 0.01 |
| R-squared | 73 | 0.84 |
| Standard deviation | 23.20 | 0.17 |
| Sharpe ratio | 0.51 | 0.01 |
| Treynor ratio | 7.58 | 0.09 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | 20.50 |
| Price/Book (P/B) | 0.46 | 2.22 |
| Price/Sales (P/S) | 0.77 | 1.28 |
| Price/Cashflow (P/CF) | 0.08 | 10.83 |
| Median market vapitalization | 18.52K | 13.03K |
| 3-year earnings growth | 13.86 | 1.56 |