Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 98 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 97 | — |
| Standard deviation | 16.44 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 42.56K | — |
| 3-year earnings growth | 13.72 | — |