Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 96 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 96 | — |
| Standard deviation | 13.88 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 260.62K | — |
| 3-year earnings growth | 17.79 | — |