Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 94 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 94 | — |
| Standard deviation | 15.67 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 94 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 120.96K | — |
| 3-year earnings growth | 16.32 | — |