Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 89 | — |
| Standard deviation | 11.66 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 11.95 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 81 | — |
| Standard deviation | 11.21 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 80.85K | — |
| 3-year earnings growth | 12.71 | — |