Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 93 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 93 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 95 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 178.07K | — |
| 3-year earnings growth | 11.22 | — |