Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 99 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 99 | — |
| Standard deviation | 16.30 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 99 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 311.90K | — |
| 3-year earnings growth | 13.72 | — |