Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 90 | — |
| Standard deviation | 18.98 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 90 | — |
| Standard deviation | 18.48 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 92 | — |
| Standard deviation | 18.35 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 75.95K | — |
| 3-year earnings growth | 15.53 | — |