Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 90 | — |
| Standard deviation | 12.80 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 5.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 90 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 9.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 91 | — |
| Standard deviation | 12.22 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 3.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 90.11K | — |
| 3-year earnings growth | 11.63 | — |