Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 16.34 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 90 | — |
| Standard deviation | 16.53 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 91 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 231.52K | — |
| 3-year earnings growth | 15.28 | — |