Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 86 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 87 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 11.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 91 | — |
| Standard deviation | 17.30 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 1.26 | — |
| Price/Sales (P/S) | 1.41 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 32.80K | — |
| 3-year earnings growth | 19.23 | — |