Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 93 | — |
| Standard deviation | 19.60 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 90 | — |
| Standard deviation | 17.79 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 89 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.87 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 1.08M | — |
| 3-year earnings growth | 11.60 | — |