Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 96 | — |
| Standard deviation | 10.94 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 95 | — |
| Standard deviation | 10.60 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 7.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 94 | — |
| Standard deviation | 9.60 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 153.69K | — |
| 3-year earnings growth | 16.03 | — |