Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 99 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 99 | — |
| Standard deviation | 16.17 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 98 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 396.36K | — |
| 3-year earnings growth | 16.46 | — |