Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 76 | — |
| Standard deviation | 20.04 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 69 | — |
| Standard deviation | 18.81 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 65 | — |
| Standard deviation | 16.52 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 43.33K | — |
| 3-year earnings growth | 12.91 | — |