Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 77 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 79 | — |
| Standard deviation | 15 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 82 | — |
| Standard deviation | 14.11 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 175.86K | — |
| 3-year earnings growth | 17.32 | — |