Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 48 | — |
| Standard deviation | 17.17 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -6.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 56 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 12.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 61 | — |
| Standard deviation | 15.14 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.98 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 70.38K | — |
| 3-year earnings growth | 12.86 | — |