Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 99 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 98 | — |
| Standard deviation | 12.79 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 13.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 97 | — |
| Standard deviation | 14.47 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.47 | — |
| Median market vapitalization | 4.97M | — |
| 3-year earnings growth | 21.36 | — |