Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 91 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 90 | — |
| Standard deviation | 15.93 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 92 | — |
| Standard deviation | 15.47 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 225.42K | — |
| 3-year earnings growth | 13.26 | — |