Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 99 | — |
| Standard deviation | 16.26 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 16.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 99 | — |
| Standard deviation | 18.37 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 15.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 99 | — |
| Standard deviation | 18.48 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 44.31K | — |
| 3-year earnings growth | 16.55 | — |