Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 90 | — |
| Standard deviation | 12.26 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 91 | — |
| Standard deviation | 13.63 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 92 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 57.02K | — |
| 3-year earnings growth | 7.77 | — |