Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 88 | — |
| Standard deviation | 12.74 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -3.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 92 | — |
| Standard deviation | 14.20 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 92 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 4.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 128.37K | — |
| 3-year earnings growth | 4.91 | — |