Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 75 | — |
| Standard deviation | 11.13 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 62 | — |
| Standard deviation | 12.85 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 73 | — |
| Standard deviation | 11.93 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 109.86K | — |
| 3-year earnings growth | 8.28 | — |