Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 81 | — |
| Standard deviation | 22.11 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 7.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 83 | — |
| Standard deviation | 22.58 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 8.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 84 | — |
| Standard deviation | 23.46 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 5.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 12.39K | — |
| 3-year earnings growth | 6.62 | — |