Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 89 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 88 | — |
| Standard deviation | 17.43 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 15.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 88 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 186.04K | — |
| 3-year earnings growth | 16.79 | — |