Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 91 | — |
| Standard deviation | 9.38 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 88 | — |
| Standard deviation | 8.88 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 4.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 85 | — |
| Standard deviation | 8.41 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 3.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 149.56K | — |
| 3-year earnings growth | 17.88 | — |