Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 88 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 14.72 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 88 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 25.41K | — |
| 3-year earnings growth | 20.42 | — |