Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 98 | — |
| Standard deviation | 14.98 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 98 | — |
| Standard deviation | 15.71 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 98 | — |
| Standard deviation | 15.25 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 132.37K | — |
| 3-year earnings growth | 14.48 | — |