Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 89 | — |
| Standard deviation | 11.08 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 90 | — |
| Standard deviation | 10.75 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 9.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 86 | — |
| Standard deviation | 13.21 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.40 | — |
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 | — |