Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 98 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 97 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 97 | — |
| Standard deviation | 15.61 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 62.80K | — |
| 3-year earnings growth | 11.25 | — |