Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 91 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 91 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 92 | — |
| Standard deviation | 12.35 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 83.70K | — |
| 3-year earnings growth | 9.68 | — |