Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 83 | — |
| Standard deviation | 17.96 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 2.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 85 | — |
| Standard deviation | 17.78 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 14.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 84 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 253.98K | — |
| 3-year earnings growth | 17.51 | — |