Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 96 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 91 | — |
| Standard deviation | 16.22 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 91 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 251.08K | — |
| 3-year earnings growth | 17.62 | — |