Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 80 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 82 | — |
| Standard deviation | 17.49 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 77 | — |
| Standard deviation | 18.63 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 836 | — |
| 3-year earnings growth | 25.01 | — |