Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 96 | — |
| Standard deviation | 13.41 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 97 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 98 | — |
| Standard deviation | 14.45 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 157.03K | — |
| 3-year earnings growth | 13.52 | — |