Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 82 | — |
| Standard deviation | 21.03 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 86 | — |
| Standard deviation | 19.96 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 88 | — |
| Standard deviation | 17.89 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.08 | — |
| Price/Sales (P/S) | 0.10 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 109.04K | — |
| 3-year earnings growth | 31.75 | — |