Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 65 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 71 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 77 | — |
| Standard deviation | 15.23 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.89 | — |
| Price/Sales (P/S) | 1.30 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 13.86K | — |
| 3-year earnings growth | 20.86 | — |