Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 63 | — |
| Standard deviation | 23.24 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 52 | — |
| Standard deviation | 22.45 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 58 | — |
| Standard deviation | 19.74 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 40.87K | — |
| 3-year earnings growth | 34.09 | — |