Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 93 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 10.19 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 7.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 92 | — |
| Standard deviation | 10.83 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 117.29K | — |
| 3-year earnings growth | 17.78 | — |