Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 100 | — |
| Standard deviation | 17.44 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 100 | — |
| Standard deviation | 17.09 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 14.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 100 | — |
| Standard deviation | 15.36 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.40 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 237.13K | — |
| 3-year earnings growth | 12.21 | — |