Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 71 | — |
| Standard deviation | 17.84 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 74 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 75 | — |
| Standard deviation | 18.23 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 11.94M | — |
| 3-year earnings growth | 13.43 | — |