Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 98 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 97 | — |
| Standard deviation | 8.72 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 93 | — |
| Standard deviation | 8.42 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 66.97K | — |
| 3-year earnings growth | 16.44 | — |