Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 99 | — |
| Standard deviation | 11.51 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 98 | — |
| Standard deviation | 10.82 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 4.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 93 | — |
| Standard deviation | 10 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 110.42K | — |
| 3-year earnings growth | 7.78 | — |