Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 85 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 11.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 89 | — |
| Standard deviation | 15.65 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 11.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 89 | — |
| Standard deviation | 17.87 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.08 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 43.29K | — |
| 3-year earnings growth | 10.78 | — |