Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 81 | — |
| Standard deviation | 8.24 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 84 | — |
| Standard deviation | 8.20 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 81 | — |
| Standard deviation | 7.93 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 190.88K | — |
| 3-year earnings growth | 11.69 | — |