Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 97 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 98 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 10.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 98 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 48.25K | — |
| 3-year earnings growth | 8.53 | — |