Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 73 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 4.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 66 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 11.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 64 | — |
| Standard deviation | 11.17 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 138.76K | — |
| 3-year earnings growth | 12.59 | — |