Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 80 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 85 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 86 | — |
| Standard deviation | 16.40 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 174.88K | — |
| 3-year earnings growth | 15.12 | — |