Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 77 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 79 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 80 | — |
| Standard deviation | 16.30 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 95.18K | — |
| 3-year earnings growth | 20.99 | — |