Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 85 | — |
| Standard deviation | 15.82 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 88 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 12.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 88 | — |
| Standard deviation | 16.23 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 283.21K | — |
| 3-year earnings growth | 17.18 | — |