Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 87 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 89 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 91 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 41.49K | — |
| 3-year earnings growth | 15.55 | — |