Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 92 | — |
| Standard deviation | 20.79 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 93 | — |
| Standard deviation | 20.27 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 93 | — |
| Standard deviation | 19.23 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 89.70K | — |
| 3-year earnings growth | 13.11 | — |