Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 90 | — |
| Standard deviation | 15.60 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 91 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 91 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 346.44K | — |
| 3-year earnings growth | 14.80 | — |