Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 72 | — |
| Standard deviation | 13.98 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -3.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 67 | — |
| Standard deviation | 14.12 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 7.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 72 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 39.72K | — |
| 3-year earnings growth | 15.60 | — |