Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 81 | — |
| Standard deviation | 10.91 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 79 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 13.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 13.66 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 29.20K | — |
| 3-year earnings growth | 12.64 | — |