Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 83 | — |
| Standard deviation | 12.27 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 84 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 13.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 89 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.99 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 27.30K | — |
| 3-year earnings growth | 0.53 | — |