Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 90 | — |
| Standard deviation | 12.43 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 88 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 90 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 23.85K | — |
| 3-year earnings growth | 15.54 | — |