Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 87 | — |
| Standard deviation | 18.54 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 83 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 87 | — |
| Standard deviation | 16.76 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 273.98K | — |
| 3-year earnings growth | 15.53 | — |