Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 2.45 | — |
| R-squared | 98 | — |
| Standard deviation | 27.30 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 25.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 98 | — |
| Standard deviation | 27.65 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 97 | — |
| Standard deviation | 31.09 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 11.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 16.93K | — |
| 3-year earnings growth | -0.41 | — |