Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 78 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 4.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 82 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 84 | — |
| Standard deviation | 17.28 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 207.92K | — |
| 3-year earnings growth | 13.16 | — |