Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 99 | — |
| Standard deviation | 10.66 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 99 | — |
| Standard deviation | 11.60 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 95 | — |
| Standard deviation | 9.61 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 81.18K | — |
| 3-year earnings growth | 11.23 | — |