Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 91 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 88 | — |
| Standard deviation | 14.03 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 91 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 8.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 638.55K | — |
| 3-year earnings growth | 10.28 | — |