Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 87 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 87 | — |
| Standard deviation | 11.87 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 83 | — |
| Standard deviation | 12.96 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.87K | — |
| 3-year earnings growth | 3.97 | — |