Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 95 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 95 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 123.71K | — |
| 3-year earnings growth | 17 | — |