Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | — | -0.01 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.64 |
| Standard deviation | — | 0.16 |
| Sharpe ratio | — | 0.00 |
| Treynor ratio | — | 0.06 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | — | 0.02 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.59 |
| Standard deviation | — | 0.14 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.12 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | 0.05 |
| Beta | — | 0.01 |
| Mean annual return | — | 0.01 |
| R-squared | — | 0.47 |
| Standard deviation | — | 0.14 |
| Sharpe ratio | — | 0.01 |
| Treynor ratio | — | 0.13 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | 16.98 |
| Price/Book (P/B) | 0.72 | 1.45 |
| Price/Sales (P/S) | 0.96 | 1.12 |
| Price/Cashflow (P/CF) | 0.10 | 9.80 |
| Median market vapitalization | 8.40K | 19.27K |
| 3-year earnings growth | 12.61 | 4.42 |