Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 86 | — |
| Standard deviation | 10.94 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 87 | — |
| Standard deviation | 10.74 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 8.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 91 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 52.22K | — |
| 3-year earnings growth | 12.09 | — |