Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 75 | — |
| Standard deviation | 14.96 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 5.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 79 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 5.17 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 82 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 147.09K | — |
| 3-year earnings growth | 12 | — |