Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 78 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 75 | — |
| Standard deviation | 9.36 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 71 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 221.59K | — |
| 3-year earnings growth | 18.33 | — |