Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 79 | — |
| Standard deviation | 9.82 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 69 | — |
| Standard deviation | 10.44 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 5.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 62 | — |
| Standard deviation | 10.43 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 136.50K | — |
| 3-year earnings growth | 16.14 | — |