Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 89 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 88 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 14.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 93 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 1.38M | — |
| 3-year earnings growth | 29 | — |