Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 91 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 91 | — |
| Standard deviation | 17.67 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 93 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 132.71K | — |
| 3-year earnings growth | 13.85 | — |