Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 77 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 80 | — |
| Standard deviation | 15.51 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 82 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 175.86K | — |
| 3-year earnings growth | 17.32 | — |