Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 89 | — |
| Standard deviation | 12.77 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 90 | — |
| Standard deviation | 13.23 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 93 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 42.54K | — |
| 3-year earnings growth | 11.19 | — |