Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 83 | — |
| Standard deviation | 9.45 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 82 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 8.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 87 | — |
| Standard deviation | 11.61 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 42.58K | — |
| 3-year earnings growth | 23.66 | — |