Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 100 | — |
| Standard deviation | 11.18 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 100 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 8.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 100 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 32.67K | — |
| 3-year earnings growth | 18.13 | — |