Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 75 | — |
| Standard deviation | 10.12 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 78 | — |
| Standard deviation | 10.82 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 78 | — |
| Standard deviation | 13.10 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 267.87K | — |
| 3-year earnings growth | 4.54 | — |