Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 93 | — |
| Standard deviation | 4.64 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 92 | — |
| Standard deviation | 3.98 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 79 | — |
| Standard deviation | 3.89 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 197.94K | — |
| 3-year earnings growth | 14.02 | — |