Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 83 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 83 | — |
| Standard deviation | 17.07 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 88 | — |
| Standard deviation | 16.50 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 111.25K | — |
| 3-year earnings growth | 17.26 | — |