Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 94 | — |
| Standard deviation | 15.39 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 94 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 95 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 138.35K | — |
| 3-year earnings growth | 15.62 | — |