Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 95 | — |
| Standard deviation | 14.09 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 95 | — |
| Standard deviation | 14.25 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 95 | — |
| Standard deviation | 14 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.77M | — |
| 3-year earnings growth | 18.76 | — |