Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 87 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 88 | — |
| Standard deviation | 17.46 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 89 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 261.59K | — |
| 3-year earnings growth | 10.26 | — |