Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 99 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 99 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 99 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 293.53K | — |
| 3-year earnings growth | 22.62 | — |