Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 93 | — |
| Standard deviation | 9.01 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 91 | — |
| Standard deviation | 8.03 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 3.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 75 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 3.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 223.04K | — |
| 3-year earnings growth | 23.91 | — |