Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 94 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 91 | — |
| Standard deviation | 11.65 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 86 | — |
| Standard deviation | 10.90 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 116.76K | — |
| 3-year earnings growth | 1.61 | — |