Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 86 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 86 | — |
| Standard deviation | 17.60 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 14.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 17.87 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.21 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 37.11K | — |
| 3-year earnings growth | 21.96 | — |