Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 88 | — |
| Standard deviation | 10.78 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 89 | — |
| Standard deviation | 10.81 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 7.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 91 | — |
| Standard deviation | 12.52 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 123.56K | — |
| 3-year earnings growth | 11.41 | — |