Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 89 | — |
| Standard deviation | 15.23 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 11.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 89 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 91 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 43.02K | — |
| 3-year earnings growth | 8.27 | — |