Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 87 | — |
| Standard deviation | 20.04 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 86 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 88 | — |
| Standard deviation | 17.42 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 127.95K | — |
| 3-year earnings growth | 9.35 | — |