Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 98 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 98 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 93 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 212.44K | — |
| 3-year earnings growth | 16.51 | — |