Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 85 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 6.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 86 | — |
| Standard deviation | 10.47 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 8.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 89 | — |
| Standard deviation | 11.48 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 86.65K | — |
| 3-year earnings growth | 14.98 | — |