Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 86 | — |
| Standard deviation | 19.22 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 79 | — |
| Standard deviation | 19.56 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 80 | — |
| Standard deviation | 18.65 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 22.60K | — |
| 3-year earnings growth | 17.05 | — |