Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 87 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 74 | — |
| Standard deviation | 14 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -7.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 71 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.98 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 124.04K | — |
| 3-year earnings growth | 10.81 | — |