Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 81 | — |
| Standard deviation | 21.75 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 8.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 78 | — |
| Standard deviation | 19.70 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 10.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 74 | — |
| Standard deviation | 18.37 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 247.41K | — |
| 3-year earnings growth | 11.06 | — |