Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 83 | — |
| Standard deviation | 17.42 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 83 | — |
| Standard deviation | 17.50 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 84 | — |
| Standard deviation | 19.79 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 67.16K | — |
| 3-year earnings growth | 16.96 | — |