Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 93 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 95 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 95 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 111.63K | — |
| 3-year earnings growth | 15.36 | — |