Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 99 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 99 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 99 | — |
| Standard deviation | 12.74 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 450.34K | — |
| 3-year earnings growth | 12.72 | — |