Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 83 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 86 | — |
| Standard deviation | 17.01 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 87 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 100.78K | — |
| 3-year earnings growth | 19.03 | — |