Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 92 | — |
| Standard deviation | 17.15 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 92 | — |
| Standard deviation | 16.93 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 15.89 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 94.06K | — |
| 3-year earnings growth | 23.12 | — |