Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 97 | — |
| Standard deviation | 12.41 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 90 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 88 | — |
| Standard deviation | 12.37 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 50.25K | — |
| 3-year earnings growth | 4.23 | — |