Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 87 | — |
| Standard deviation | 12.59 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 87 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 86 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 61.47K | — |
| 3-year earnings growth | 4.77 | — |