Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 86 | — |
| Standard deviation | 15.71 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 86 | — |
| Standard deviation | 16.88 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 80 | — |
| Standard deviation | 18.71 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 100.44K | — |
| 3-year earnings growth | 18.38 | — |