Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 91 | — |
| Standard deviation | 20.80 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 92 | — |
| Standard deviation | 20.07 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 92 | — |
| Standard deviation | 19.38 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 89.70K | — |
| 3-year earnings growth | 13.11 | — |