Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 91 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 88 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 91 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 168.87K | — |
| 3-year earnings growth | 13.78 | — |