Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 85 | — |
| Standard deviation | 12.69 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 12.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 91 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 13.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 95 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 36.59K | — |
| 3-year earnings growth | 19.20 | — |