Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 93 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 93 | — |
| Standard deviation | 13.89 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 16.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 95 | — |
| Standard deviation | 18.03 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 35.27K | — |
| 3-year earnings growth | 24.09 | — |