Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 91 | — |
| Standard deviation | 15.51 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 90 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 91 | — |
| Standard deviation | 17.04 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 33.60K | — |
| 3-year earnings growth | 1.78 | — |