Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 74 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 74 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 77 | — |
| Standard deviation | 11.52 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 10.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 127.94K | — |
| 3-year earnings growth | 6.62 | — |