Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 89 | — |
| Standard deviation | 11.04 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 89 | — |
| Standard deviation | 10.39 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 86 | — |
| Standard deviation | 13.23 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 145.09K | — |
| 3-year earnings growth | 20.48 | — |