Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 98 | — |
| Standard deviation | 10.26 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 96 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 7.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 90 | — |
| Standard deviation | 9.28 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 118.37K | — |
| 3-year earnings growth | 20.83 | — |