Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 81 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 83 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 7.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 75 | — |
| Standard deviation | 13.07 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 211.14K | — |
| 3-year earnings growth | 17 | — |