Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 75 | — |
| Standard deviation | 11.11 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 62 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 73 | — |
| Standard deviation | 11.91 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 109.86K | — |
| 3-year earnings growth | 8.28 | — |