Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 96 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 97 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 12.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 97 | — |
| Standard deviation | 15.93 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 65.35K | — |
| 3-year earnings growth | 10.21 | — |