Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 78 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 5.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 79 | — |
| Standard deviation | 15.39 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 13.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 82 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 13.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 119.54K | — |
| 3-year earnings growth | 15.22 | — |