Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 93 | — |
| Standard deviation | 18.53 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -1.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 90 | — |
| Standard deviation | 20.41 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 19.88 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 1.64K | — |
| 3-year earnings growth | 14.85 | — |