Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 97 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 13.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 98 | — |
| Standard deviation | 17.66 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 16.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 98 | — |
| Standard deviation | 18.59 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 15.30K | — |
| 3-year earnings growth | 24.07 | — |