Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 86 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 89 | — |
| Standard deviation | 16.93 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 90 | — |
| Standard deviation | 17.32 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 60.87K | — |
| 3-year earnings growth | 15.61 | — |