Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 86 | — |
| Standard deviation | 14.36 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 87 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 87 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 155.63K | — |
| 3-year earnings growth | 16.21 | — |