Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 79 | — |
| Standard deviation | 13.70 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 75 | — |
| Standard deviation | 14.62 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 78 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 150.81K | — |
| 3-year earnings growth | 15.63 | — |