Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 95 | — |
| Standard deviation | 23.89 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 4.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 94 | — |
| Standard deviation | 22.54 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 15.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 92 | — |
| Standard deviation | 19.69 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 12.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 438.03K | — |
| 3-year earnings growth | 28.36 | — |