Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 91 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 13.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 94 | — |
| Standard deviation | 17.39 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 14.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 84 | — |
| Standard deviation | 18.25 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 17.40K | — |
| 3-year earnings growth | 19.12 | — |