Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 89 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 88 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 14.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 93 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 1.38M | — |
| 3-year earnings growth | 29 | — |