Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 88 | — |
| Standard deviation | 16.57 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 81 | — |
| Standard deviation | 17.87 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 81 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 161.23K | — |
| 3-year earnings growth | 16.20 | — |