Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 80 | — |
| Standard deviation | 8.71 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 83 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 85 | — |
| Standard deviation | 8.60 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 15.95K | — |
| 3-year earnings growth | 15.24 | — |