Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 96 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 90 | — |
| Standard deviation | 13.48 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 91 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 2.02M | — |
| 3-year earnings growth | 24.15 | — |