Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 16.37 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 94 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 95 | — |
| Standard deviation | 16.56 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 1.06 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 4.26K | — |
| 3-year earnings growth | 10.07 | — |