Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 87 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 85 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 11.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 80 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 76.45K | — |
| 3-year earnings growth | -0.23 | — |