Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 94 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 2.22 | — |
| R-squared | 94 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 24.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 95 | — |
| Standard deviation | 18.98 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 284.10K | — |
| 3-year earnings growth | 31.94 | — |