Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 83 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 86 | — |
| Standard deviation | 14.57 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 14.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 88 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 282.56K | — |
| 3-year earnings growth | 18.55 | — |