Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 88 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 90 | — |
| Standard deviation | 14.03 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 88 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 24.29K | — |
| 3-year earnings growth | 12.06 | — |