Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 96 | — |
| Standard deviation | 14.13 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 96 | — |
| Standard deviation | 14.26 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 97 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 71.82K | — |
| 3-year earnings growth | 9.27 | — |