Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 93 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 87 | — |
| Standard deviation | 14.25 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 14.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 86 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 27.27K | — |
| 3-year earnings growth | 8.94 | — |