Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 81 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 84 | — |
| Standard deviation | 15.73 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 81 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 97.01K | — |
| 3-year earnings growth | 0.16 | — |