Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 84 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 85 | — |
| Standard deviation | 16.46 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 87 | — |
| Standard deviation | 17.70 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.45 | — |
| Median market vapitalization | 3.14M | — |
| 3-year earnings growth | 24.31 | — |