Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 89 | — |
| Standard deviation | 20.07 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 4.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 17.99 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 8.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 86 | — |
| Standard deviation | 15.87 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 1.05 | — |
| Price/Sales (P/S) | 1.99 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 3.67K | — |
| 3-year earnings growth | -8.83 | — |