Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 75 | — |
| Standard deviation | 15.84 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 72 | — |
| Standard deviation | 15.85 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 78 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 3.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 379.24K | — |
| 3-year earnings growth | 13.51 | — |