Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 91 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 92 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 94 | — |
| Standard deviation | 16.34 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 90.48K | — |
| 3-year earnings growth | 3.22 | — |