Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 87 | — |
| Standard deviation | 11.18 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 81 | — |
| Standard deviation | 10.34 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 78 | — |
| Standard deviation | 11.42 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 32.55K | — |
| 3-year earnings growth | 15.81 | — |