Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 86 | — |
| Standard deviation | 19.74 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 82 | — |
| Standard deviation | 21.25 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 84 | — |
| Standard deviation | 19.76 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 188.95K | — |
| 3-year earnings growth | 22.94 | — |