Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 50 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 58 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 14.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 62 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 11.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 66.86K | — |
| 3-year earnings growth | 12.18 | — |