Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 83 | — |
| Standard deviation | 18.71 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 79 | — |
| Standard deviation | 20.61 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -6.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 79 | — |
| Standard deviation | 19.77 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 194.87K | — |
| 3-year earnings growth | 18.94 | — |