Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 98 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 98 | — |
| Standard deviation | 15.15 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 150.42K | — |
| 3-year earnings growth | 21.44 | — |