Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 81 | — |
| Standard deviation | 10.82 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 81 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 78 | — |
| Standard deviation | 8.91 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 70.46K | — |
| 3-year earnings growth | 20.56 | — |