Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 84 | — |
| Standard deviation | 14.01 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 83 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 87 | — |
| Standard deviation | 13.07 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 106.73K | — |
| 3-year earnings growth | -0.03 | — |