Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | -0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.66 |
| Standard deviation | — | 0.20 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.12 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | -0.05 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.55 |
| Standard deviation | — | 0.17 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.07 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.02 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.47 |
| Standard deviation | — | 0.16 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.11 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | 45.09 |
| Price/Book (P/B) | 0.39 | 2.68 |
| Price/Sales (P/S) | 0.14 | 10.11 |
| Price/Cashflow (P/CF) | 0.06 | 23.05 |
| Median market vapitalization | 28.04K | 23.18K |
| 3-year earnings growth | 10.76 | 5.24 |