Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 85 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 84 | — |
| Standard deviation | 16.27 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 86 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 2.60M | — |
| 3-year earnings growth | 22.50 | — |