Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 66 | — |
| Standard deviation | 11.27 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 69 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 77 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.85 | — |
| Price/Sales (P/S) | 1.18 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 17.41K | — |
| 3-year earnings growth | 18.09 | — |