Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 88 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 88 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 92 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 238.55K | — |
| 3-year earnings growth | 14.59 | — |