Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 90 | — |
| Standard deviation | 15.35 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 91 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 90 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 177.36K | — |
| 3-year earnings growth | 15.15 | — |