Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 82 | — |
| Standard deviation | 11.27 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 80 | — |
| Standard deviation | 10.82 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 72 | — |
| Standard deviation | 9.52 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 221.50K | — |
| 3-year earnings growth | 18.33 | — |