Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 96 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 96 | — |
| Standard deviation | 14.17 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 96 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 145.88K | — |
| 3-year earnings growth | 4.20 | — |