Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 95 | — |
| Standard deviation | 19.06 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 94 | — |
| Standard deviation | 17.91 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 95 | — |
| Standard deviation | 18.21 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 3.54K | — |
| 3-year earnings growth | 15.74 | — |