Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 88 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 88 | — |
| Standard deviation | 14.59 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 90 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 210.10K | — |
| 3-year earnings growth | 7.05 | — |