Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 87 | — |
| Standard deviation | 22.92 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 86 | — |
| Standard deviation | 22.52 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 88 | — |
| Standard deviation | 20.50 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 47.39K | — |
| 3-year earnings growth | 1.78 | — |