Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 75 | — |
| Standard deviation | 12.68 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 78 | — |
| Standard deviation | 14.43 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 73 | — |
| Standard deviation | 15.24 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 9.45K | — |
| 3-year earnings growth | 13.48 | — |