Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 91 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 93 | — |
| Standard deviation | 16.20 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 92 | — |
| Standard deviation | 15.55 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 109.25K | — |
| 3-year earnings growth | 15.52 | — |