Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 98 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 97 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 62.40K | — |
| 3-year earnings growth | 7.41 | — |