Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 93 | — |
| Standard deviation | 16.74 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 93 | — |
| Standard deviation | 16.05 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 94 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 316.84K | — |
| 3-year earnings growth | 8.73 | — |