Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 83 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 81 | — |
| Standard deviation | 18.37 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 9.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 81 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.99 | — |
| Price/Sales (P/S) | 2.01 | — |
| Price/Cashflow (P/CF) | 0.26 | — |
| Median market vapitalization | 4.03K | — |
| 3-year earnings growth | 11.83 | — |