Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 11.61 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 89 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 14.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 91 | — |
| Standard deviation | 11.58 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 39.39K | — |
| 3-year earnings growth | -2.07 | — |