Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.74 | — |
| Beta | 1 | — |
| Mean annual return | 2.36 | — |
| R-squared | 92 | — |
| Standard deviation | 28.36 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 23.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 91 | — |
| Standard deviation | 28.74 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 92 | — |
| Standard deviation | 32.19 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 10.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 7.14K | — |
| 3-year earnings growth | 12.67 | — |