Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 89 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 91 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 91 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 21.83K | — |
| 3-year earnings growth | 10.34 | — |