Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 75 | — |
| Standard deviation | 10.51 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 77 | — |
| Standard deviation | 10.53 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 79 | — |
| Standard deviation | 10.39 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 114.97K | — |
| 3-year earnings growth | 12.23 | — |