Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 77 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 75 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 77 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 45.73K | — |
| 3-year earnings growth | 1.02 | — |