Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 80 | — |
| Standard deviation | 13.74 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 79 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 82 | — |
| Standard deviation | 12.60 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 39.66K | — |
| 3-year earnings growth | -0.47 | — |