Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 82 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 84 | — |
| Standard deviation | 13.99 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 79 | — |
| Standard deviation | 14.25 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 151.70K | — |
| 3-year earnings growth | 15.81 | — |