Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 90 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -1.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 80 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 12.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 86 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.91 | — |
| Price/Sales (P/S) | 1.91 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 680 | — |
| 3-year earnings growth | 4.99 | — |