Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 89 | — |
| Standard deviation | 11.07 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 80 | — |
| Standard deviation | 11.55 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 82 | — |
| Standard deviation | 11 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 76.45K | — |
| 3-year earnings growth | 14.56 | — |