Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 84 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 82 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 12.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 85 | — |
| Standard deviation | 14.80 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 12.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 161.23K | — |
| 3-year earnings growth | 21.10 | — |