Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 91 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 91 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 184.55K | — |
| 3-year earnings growth | 12.88 | — |