Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 100 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 99 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 99 | — |
| Standard deviation | 16.76 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 51.71K | — |
| 3-year earnings growth | 12.80 | — |