Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 80 | — |
| Standard deviation | 10.78 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 12.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 89 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 89 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 23.66K | — |
| 3-year earnings growth | 10.99 | — |