Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 73 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 1.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 72 | — |
| Standard deviation | 14.99 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 75 | — |
| Standard deviation | 15.82 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 27.80K | — |
| 3-year earnings growth | 16.03 | — |