Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 87 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 88 | — |
| Standard deviation | 13.10 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 87 | — |
| Standard deviation | 12.55 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 79.41K | — |
| 3-year earnings growth | 9.09 | — |