Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 96 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 80 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 87 | — |
| Standard deviation | 15.75 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 2.02M | — |
| 3-year earnings growth | 24.15 | — |