Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 86 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 88 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 85 | — |
| Standard deviation | 13.99 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 476.21K | — |
| 3-year earnings growth | 14.30 | — |