Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 92 | — |
| Standard deviation | 17.08 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 89 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 251.66K | — |
| 3-year earnings growth | 15.37 | — |