Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 97 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 94 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 91 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 109.78K | — |
| 3-year earnings growth | 13.82 | — |