Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 87 | — |
| Standard deviation | 20.05 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 86 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 88 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 113.10K | — |
| 3-year earnings growth | 10.30 | — |