Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 98 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 97 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 97 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 62.54K | — |
| 3-year earnings growth | 27.35 | — |