Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 96 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.99 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 83 | — |
| Standard deviation | 14.89 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 87 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 25.31 | — |