Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 90 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 88 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 11.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 91 | — |
| Standard deviation | 14.07 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 747.20K | — |
| 3-year earnings growth | 12.79 | — |