Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.51 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.94 | 0.02 |
| R-squared | 79 | 0.82 |
| Standard deviation | 15.33 | 0.23 |
| Sharpe ratio | 0.42 | 0.01 |
| Treynor ratio | 6.30 | 0.18 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3 | 0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 0.98 | 0.02 |
| R-squared | 83 | 0.79 |
| Standard deviation | 15.93 | 0.19 |
| Sharpe ratio | 0.55 | 0.01 |
| Treynor ratio | 8.90 | 0.17 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | -0.02 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.08 | 0.01 |
| R-squared | 81 | 0.80 |
| Standard deviation | 14.98 | 0.17 |
| Sharpe ratio | 0.72 | 0.01 |
| Treynor ratio | 11.87 | 0.12 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 35.75 |
| Price/Book (P/B) | 0.18 | 5.98 |
| Price/Sales (P/S) | 0.29 | 4.25 |
| Price/Cashflow (P/CF) | 0.04 | 25.61 |
| Median market vapitalization | 27.58K | 19.46K |
| 3-year earnings growth | 17.26 | 16.64 |