Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 81 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 77 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 84 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 3.88M | — |
| 3-year earnings growth | 3.59 | — |