Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 80 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 69 | — |
| Standard deviation | 5.13 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 66 | — |
| Standard deviation | 5.51 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 148.04K | — |
| 3-year earnings growth | 12.29 | — |