Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 94 | — |
| Standard deviation | 15.61 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 93 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 94 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 32.85K | — |
| 3-year earnings growth | 11.82 | — |