Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 90 | — |
| Standard deviation | 8.81 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 88 | — |
| Standard deviation | 9.11 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 83 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 103.96K | — |
| 3-year earnings growth | 4.57 | — |