Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.09 | 0.05 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.04 | 0.01 |
| R-squared | 89 | 0.87 |
| Standard deviation | 17.67 | 0.17 |
| Sharpe ratio | 0.43 | 0.01 |
| Treynor ratio | 5.82 | 0.11 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.57 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.49 | 0.01 |
| R-squared | 87 | 0.84 |
| Standard deviation | 17.99 | 0.15 |
| Sharpe ratio | 0.15 | 0.01 |
| Treynor ratio | 1.10 | 0.11 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | 0.03 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.62 | 0.01 |
| R-squared | 87 | 0.88 |
| Standard deviation | 16.42 | 0.15 |
| Sharpe ratio | 0.32 | 0.01 |
| Treynor ratio | 3.96 | 0.08 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 28.90 |
| Price/Book (P/B) | 0.33 | 3.83 |
| Price/Sales (P/S) | 0.37 | 2.98 |
| Price/Cashflow (P/CF) | 0.06 | 18.83 |
| Median market vapitalization | 66.83K | 61.58K |
| 3-year earnings growth | 10.47 | 7.72 |