Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 91 | — |
| Standard deviation | 21.63 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 90 | — |
| Standard deviation | 20.08 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 90 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 71.16K | — |
| 3-year earnings growth | 26.91 | — |