Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 75 | — |
| Standard deviation | 10.47 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 73 | — |
| Standard deviation | 9.94 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 12.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 84 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 23.33K | — |
| 3-year earnings growth | 8.42 | — |