Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 81 | — |
| Standard deviation | 19.34 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 7.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 84 | — |
| Standard deviation | 20.48 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 13.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 84 | — |
| Standard deviation | 20.99 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 10.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 261.91K | — |
| 3-year earnings growth | 21.63 | — |