Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 86 | — |
| Standard deviation | 16.57 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 81 | — |
| Standard deviation | 16.62 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 86 | — |
| Standard deviation | 18.26 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 96.40K | — |
| 3-year earnings growth | 7.90 | — |