Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 88 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 87 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 15.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 86 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 121.88K | — |
| 3-year earnings growth | 19.57 | — |