Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 89 | — |
| Standard deviation | 19.69 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 91 | — |
| Standard deviation | 20.06 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 92 | — |
| Standard deviation | 17.61 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 298.65K | — |
| 3-year earnings growth | 16.09 | — |