Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 68 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 2 | — |
| Mean annual return | 1.13 | — |
| R-squared | 78 | — |
| Standard deviation | 24.60 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 73 | — |
| Standard deviation | 19.55 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.81 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 7.14K | — |
| 3-year earnings growth | -0.50 | — |