Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 90 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 86 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 14.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 90 | — |
| Standard deviation | 18.18 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 23.67K | — |
| 3-year earnings growth | 23.24 | — |