Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 99 | — |
| Standard deviation | 15.93 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 16.58 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 98 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 108.27K | — |
| 3-year earnings growth | 11.58 | — |