Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 85 | — |
| Standard deviation | 15.29 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 85 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 78 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.68 | — |
| Price/Sales (P/S) | 1.07 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 7.40K | — |
| 3-year earnings growth | 18.61 | — |