Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 93 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 86 | — |
| Standard deviation | 15.74 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 88 | — |
| Standard deviation | 16.33 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 248.67K | — |
| 3-year earnings growth | 4.69 | — |