Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 93 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 87 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 87 | — |
| Standard deviation | 12.98 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.64 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 28.34K | — |
| 3-year earnings growth | 11.80 | — |