Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 92 | — |
| Standard deviation | 19.19 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 91 | — |
| Standard deviation | 19.10 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 88 | — |
| Standard deviation | 17.33 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 290.26K | — |
| 3-year earnings growth | 10.85 | — |