Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 96 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 95 | — |
| Standard deviation | 15.23 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 20.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 94 | — |
| Standard deviation | 17.35 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 9.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 643.20K | — |
| 3-year earnings growth | 23.53 | — |