Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 83 | — |
| Standard deviation | 16.39 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 83 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 88 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 111.25K | — |
| 3-year earnings growth | 17.26 | — |