Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 98 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 97 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 96 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 196.93K | — |
| 3-year earnings growth | 17.36 | — |