Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 90 | — |
| Standard deviation | 8.36 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 8.10 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 3.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 81 | — |
| Standard deviation | 8.10 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 312.93K | — |
| 3-year earnings growth | 19.36 | — |