Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 81 | — |
| Standard deviation | 13.09 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 62 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 67 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.72 | — |
| Price/Sales (P/S) | 1.06 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 12.62K | — |
| 3-year earnings growth | 25.44 | — |