Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 89 | — |
| Standard deviation | 11.80 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 6.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 89 | — |
| Standard deviation | 11.99 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 90 | — |
| Standard deviation | 11.79 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 254.51K | — |
| 3-year earnings growth | 11.39 | — |