Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 97 | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 96 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 96 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 98.93K | — |
| 3-year earnings growth | 15.73 | — |