Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 98 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 98 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 240.25K | — |
| 3-year earnings growth | 15.92 | — |