Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 90 | — |
| Standard deviation | 14.58 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 90 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 91 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 218.03K | — |
| 3-year earnings growth | 21.82 | — |