Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 94 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 93 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 94 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 59.08K | — |
| 3-year earnings growth | 8.36 | — |